-42.9%
VRT vs FCX
-4.5%
-38.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +3.5% |
| 7D | +18.6% | +4.4% | +14.2% | +15.2% |
| 30D | -11.7% | -16.3% | +4.7% | 0.0% |
| 3M | -27.3% | -12.5% | -14.8% | -20.7% |
| 6M | -42.9% | -8.0% | -34.8% | -40.1% |
| All | -42.9% | -4.5% | -38.3% | -40.1% |
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