+75.8%
VOO vs FCX
+83.3%
-7.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | +0.7% |
| 7D | -2.0% | -1.9% | -0.1% | -1.7% |
| 30D | -1.7% | +3.4% | -5.1% | -2.6% |
| 3M | +4.7% | +15.0% | -10.2% | +1.3% |
| 6M | +12.6% | +14.6% | -2.1% | +8.1% |
| YTD | +11.8% | +41.2% | -29.4% | +2.2% |
| 1Y | +17.5% | +60.4% | -42.8% | +3.9% |
| All | +75.8% | +83.3% | -7.5% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling