+81.7%
VRT vs FCX
+62.5%
+19.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.6% | +1.0% | -1.9% |
| 7D | -7.7% | -1.9% | -5.8% | -6.6% |
| 30D | -12.0% | +3.4% | -15.3% | -14.2% |
| 3M | -11.7% | +15.0% | -26.7% | -18.8% |
| 6M | -8.1% | +14.6% | -22.7% | -17.7% |
| YTD | +53.2% | +41.2% | +12.0% | +25.1% |
| 1Y | +81.7% | +60.4% | +21.3% | +37.5% |
| All | +81.7% | +62.5% | +19.2% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling