+948.7%
VTI vs FCX
+1,712.0%
-763.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | +3.1% | -3.5% | -1.1% |
| 30D | -1.6% | +8.1% | -9.7% | -3.5% |
| 3M | +3.6% | +18.9% | -15.4% | -0.9% |
| 6M | +13.0% | +26.6% | -13.6% | +5.9% |
| YTD | +12.7% | +51.2% | -38.5% | +1.1% |
| 1Y | +18.4% | +75.6% | -57.2% | +2.0% |
| 3Y | +76.4% | +101.7% | -25.3% | +43.6% |
| 5Y | +73.7% | +134.6% | -60.9% | +32.4% |
| 10Y | +302.5% | +724.2% | -421.6% | +109.1% |
| All | +948.7% | +1,712.0% | -763.3% | +264.1% |
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 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