+138.9%
FCX vs ACWI
+67.7%
+71.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +6.2% |
| 7D | +5.7% | +1.1% | +4.7% | +3.6% |
| 30D | +10.1% | -0.2% | +10.2% | +10.4% |
| 3M | +20.2% | +4.7% | +15.5% | +11.6% |
| 6M | +29.7% | +14.5% | +15.2% | +4.6% |
| YTD | +51.9% | +14.6% | +37.3% | +22.8% |
| 1Y | +66.0% | +21.4% | +44.5% | +22.4% |
| 3Y | +102.7% | +77.6% | +25.1% | -18.0% |
| 5Y | +138.9% | +68.1% | +70.8% | +7.8% |
| All | +138.9% | +67.7% | +71.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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