+317.6%
VOO vs FCX
+688.3%
-370.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -2.3% | +1.5% | -0.4% |
| 30D | -1.1% | +2.7% | -3.7% | -1.9% |
| 3M | +3.9% | +7.4% | -3.5% | +1.6% |
| 6M | +13.6% | +16.0% | -2.4% | +8.3% |
| YTD | +12.7% | +40.9% | -28.2% | +2.3% |
| 1Y | +17.6% | +56.4% | -38.9% | +3.4% |
| 3Y | +77.3% | +84.2% | -6.9% | +45.7% |
| 5Y | +84.1% | +114.6% | -30.5% | +41.0% |
| All | +317.6% | +688.3% | -370.7% | +113.9% |
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