+822.6%
VOO vs FCX
+167.6%
+655.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -1.6% |
| 7D | +0.5% | +5.7% | -5.2% | -0.6% |
| 30D | -0.9% | +10.1% | -11.0% | -3.0% |
| 3M | +3.9% | +20.2% | -16.3% | -0.3% |
| 6M | +14.5% | +29.7% | -15.1% | +7.6% |
| YTD | +13.0% | +51.9% | -39.0% | +2.4% |
| 1Y | +19.4% | +66.0% | -46.5% | +5.7% |
| 3Y | +78.9% | +102.7% | -23.9% | +48.6% |
| 5Y | +82.3% | +138.9% | -56.6% | +42.6% |
| 10Y | +314.2% | +701.1% | -386.9% | +134.7% |
| All | +822.6% | +167.6% | +655.0% | +506.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling