+67.1%
V vs FCX
+127.3%
-60.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.1% | -2.5% |
| 7D | -1.1% | +5.7% | -6.8% | -1.9% |
| 30D | +1.9% | +10.1% | -8.2% | +0.4% |
| 3M | +15.5% | +20.2% | -4.6% | +12.0% |
| 6M | +16.6% | +29.7% | -13.1% | +10.7% |
| YTD | +5.7% | +51.9% | -46.2% | -2.9% |
| 1Y | +8.6% | +66.0% | -57.4% | -2.5% |
| 3Y | +52.5% | +102.7% | -50.2% | +26.5% |
| 5Y | +67.1% | +138.9% | -71.7% | +32.6% |
| All | +67.1% | +127.3% | -60.2% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling