+53.6%
FCX vs F
-2.1%
+55.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.7% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -15.2% | +2.9% | -18.1% | -16.1% |
| 3M | -10.3% | -9.5% | -0.8% | -7.7% |
| 6M | +1.6% | +4.0% | -2.5% | -4.6% |
| YTD | +23.9% | -1.3% | +25.1% | +14.2% |
| All | +53.6% | -2.1% | +55.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling