+52.7%
FCX vs F
-2.7%
+55.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | -2.1% | +1.4% | 0.0% |
| 30D | -15.1% | +3.3% | -18.4% | -16.0% |
| 3M | -9.6% | -11.3% | +1.7% | -6.3% |
| 6M | -3.1% | +5.3% | -8.4% | -9.9% |
| YTD | +23.4% | -2.2% | +25.7% | +14.1% |
| 1Y | +52.7% | -3.5% | +56.2% | +41.8% |
| All | +52.7% | -2.7% | +55.4% | +41.8% |
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