+2,545.5%
VRT vs FCX
+446.2%
+2,099.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.4% |
| 7D | +2.4% | +3.1% | -0.7% | +1.1% |
| 30D | -2.7% | +8.1% | -10.8% | -6.2% |
| 3M | -9.2% | +18.9% | -28.1% | -15.7% |
| 6M | -0.5% | +26.6% | -27.1% | -10.7% |
| YTD | +62.3% | +51.2% | +11.2% | +36.0% |
| 1Y | +109.6% | +75.6% | +34.0% | +64.2% |
| 3Y | +573.1% | +101.7% | +471.4% | +389.9% |
| 5Y | +953.6% | +134.6% | +819.0% | +606.4% |
| All | +2,545.5% | +446.2% | +2,099.4% | +864.1% |
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