+78.8%
VZ vs FCX
+82.9%
-4.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.1% | -4.9% | +4.9% | 0.0% |
| 30D | +7.9% | +4.8% | +3.1% | +7.9% |
| 3M | +13.6% | +4.6% | +9.0% | +13.8% |
| 6M | +1.1% | +10.8% | -9.7% | +1.1% |
| YTD | +29.3% | +44.2% | -14.9% | +28.1% |
| 1Y | +21.2% | +59.6% | -38.3% | +19.6% |
| All | +78.8% | +82.9% | -4.1% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling