+397.6%
VRT vs FCX
+86.6%
+311.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +3.1% |
| 7D | +18.6% | +4.4% | +14.2% | +15.9% |
| 30D | -11.7% | -16.3% | +4.7% | -1.5% |
| 3M | -27.3% | -12.5% | -14.8% | -21.5% |
| 6M | -42.9% | -8.0% | -34.8% | -40.1% |
| YTD | +29.5% | +20.1% | +9.4% | +15.8% |
| 1Y | +21.0% | +45.9% | -24.9% | -2.4% |
| All | +397.6% | +86.6% | +311.0% | +263.0% |
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