+73.5%
VZ vs FCX
+392.3%
-318.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.5% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | +8.9% | -15.1% | +24.0% | +9.8% |
| 3M | +0.1% | -9.6% | +9.7% | +0.4% |
| 6M | +1.9% | -3.1% | +5.0% | +1.6% |
| YTD | +22.0% | +23.4% | -1.4% | +19.1% |
| 1Y | +22.1% | +52.7% | -30.5% | +17.4% |
| 3Y | +58.7% | +91.4% | -32.7% | +47.7% |
| 5Y | +22.3% | +62.7% | -40.4% | +13.9% |
| All | +73.5% | +392.3% | -318.8% | +39.7% |
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