+665.7%
VZ vs FCX
+847.1%
-181.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.2% |
| 7D | +2.1% | -4.9% | +7.0% | +2.6% |
| 30D | +1.4% | -17.1% | +18.5% | +3.0% |
| 3M | -1.3% | -12.7% | +11.4% | -0.4% |
| 6M | -0.5% | -2.0% | +1.4% | -1.1% |
| YTD | +19.6% | +18.1% | +1.6% | +16.0% |
| 1Y | +22.4% | +55.2% | -32.8% | +15.3% |
| 3Y | +55.9% | +74.3% | -18.4% | +42.2% |
| 5Y | +20.4% | +71.9% | -51.5% | +7.9% |
| 10Y | +66.9% | +498.4% | -431.5% | +22.1% |
| All | +665.7% | +847.1% | -181.4% | +376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling