+2,723.0%
VRT vs FCX
+421.1%
+2,302.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.3% |
| 7D | +9.1% | -4.9% | +14.0% | +11.3% |
| 30D | +0.9% | +4.8% | -3.9% | -1.6% |
| 3M | -13.4% | +4.6% | -18.0% | -15.2% |
| 6M | +11.7% | +10.8% | +0.9% | +5.8% |
| YTD | +73.2% | +44.2% | +29.0% | +47.9% |
| 1Y | +123.4% | +59.6% | +63.9% | +81.5% |
| 3Y | +606.2% | +82.2% | +523.9% | +434.2% |
| 5Y | +899.9% | +115.6% | +784.3% | +591.6% |
| All | +2,723.0% | +421.1% | +2,302.0% | +948.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling