+681.0%
VZ vs FCX
+890.2%
-209.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.3% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | +8.9% | -15.1% | +24.0% | +10.4% |
| 3M | +0.1% | -9.6% | +9.7% | +0.7% |
| 6M | +1.9% | -3.1% | +5.0% | +1.4% |
| YTD | +22.0% | +23.4% | -1.4% | +17.7% |
| 1Y | +22.1% | +52.7% | -30.5% | +15.3% |
| 3Y | +58.7% | +91.4% | -32.7% | +43.4% |
| 5Y | +22.3% | +62.7% | -40.4% | +10.4% |
| 10Y | +71.6% | +395.9% | -324.2% | +28.5% |
| All | +681.0% | +890.2% | -209.2% | +383.9% |
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