+25.2%
VZ vs FCX
+58.1%
-32.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +2.2% |
| 7D | +6.9% | -6.0% | +12.9% | +6.1% |
| 30D | +2.3% | -13.6% | +15.8% | +0.7% |
| 3M | 0.0% | -6.8% | +6.8% | -0.7% |
| 6M | +0.2% | +13.2% | -12.9% | +2.1% |
| YTD | +20.9% | +24.4% | -3.5% | +20.6% |
| 1Y | +25.2% | +60.3% | -35.0% | +24.3% |
| All | +25.2% | +58.1% | -32.8% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling