+688.8%
VRT vs FCX
+59.3%
+629.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +3.0% |
| 7D | +18.6% | +4.4% | +14.2% | +16.0% |
| 30D | -11.7% | -16.3% | +4.7% | -1.8% |
| 3M | -27.3% | -12.5% | -14.8% | -21.6% |
| 6M | -42.9% | -8.0% | -34.8% | -40.2% |
| YTD | +29.5% | +20.1% | +9.4% | +15.9% |
| 1Y | +21.0% | +45.9% | -24.9% | -2.4% |
| 3Y | +403.1% | +86.2% | +316.9% | +234.7% |
| 5Y | +688.8% | +57.1% | +631.7% | +449.3% |
| All | +688.8% | +59.3% | +629.6% | +449.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling