+21.8%
VZ vs FCX
+54.7%
-32.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +4.4% | -14.7% | +19.1% | +4.7% |
| 3M | -2.4% | -11.2% | +8.8% | -2.3% |
| 6M | +1.4% | -11.4% | +12.8% | +1.4% |
| YTD | +21.4% | +17.7% | +3.7% | +18.9% |
| 1Y | +20.3% | +47.5% | -27.2% | +16.0% |
| 3Y | +57.4% | +83.9% | -26.5% | +45.8% |
| All | +21.8% | +54.7% | -32.9% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling