+61.1%
VZ vs FCX
+701.1%
-640.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.2% |
| 7D | +0.2% | +5.7% | -5.5% | -0.1% |
| 30D | +7.1% | +10.1% | -2.9% | +6.5% |
| 3M | +12.8% | +20.2% | -7.3% | +11.4% |
| 6M | +1.8% | +29.7% | -27.9% | -0.3% |
| YTD | +30.0% | +51.9% | -21.9% | +25.7% |
| 1Y | +24.3% | +66.0% | -41.7% | +19.1% |
| 3Y | +84.3% | +102.7% | -18.4% | +71.8% |
| 5Y | +25.9% | +138.9% | -112.9% | +14.4% |
| 10Y | +61.1% | +701.1% | -640.0% | +23.6% |
| All | +61.1% | +701.1% | -640.0% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling