+484.0%
V vs FCX
+369.5%
+114.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +9.0% | -14.7% | +23.7% | +12.3% |
| 3M | +16.7% | -11.2% | +27.9% | +18.9% |
| 6M | +33.4% | -11.4% | +44.8% | +34.6% |
| YTD | +22.4% | +17.7% | +4.6% | +14.3% |
| 1Y | +27.7% | +47.5% | -19.8% | +13.2% |
| 3Y | +78.0% | +83.9% | -5.9% | +42.4% |
| 5Y | +108.5% | +54.0% | +54.6% | +68.1% |
| All | +484.0% | +369.5% | +114.5% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling