+644.6%
VRT vs FCX
+101.5%
+543.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.7% | +0.7% |
| 7D | +13.6% | +5.7% | +7.9% | +10.1% |
| 30D | +6.8% | +10.1% | -3.3% | +0.4% |
| 3M | -3.2% | +20.2% | -23.4% | -13.3% |
| 6M | +20.3% | +29.7% | -9.3% | +1.6% |
| YTD | +79.6% | +51.9% | +27.7% | +39.3% |
| 1Y | +139.0% | +66.0% | +73.0% | +73.9% |
| 3Y | +644.6% | +102.7% | +541.9% | +375.5% |
| All | +644.6% | +101.5% | +543.1% | +375.5% |
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 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