+11.7%
VRT vs FCX
+9.3%
+2.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.2% |
| 7D | +9.1% | -4.9% | +14.0% | +12.0% |
| 30D | +0.9% | +4.8% | -3.9% | -2.5% |
| 3M | -13.4% | +4.6% | -18.0% | -16.5% |
| 6M | +11.7% | +10.8% | +0.9% | 0.0% |
| All | +11.7% | +9.3% | +2.4% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling