+74.3%
FCX vs F
+40.1%
+34.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -4.9% | +1.6% | -6.4% | -5.4% |
| 30D | -17.1% | +2.6% | -19.8% | -18.0% |
| 3M | -12.7% | -8.8% | -3.8% | -10.2% |
| 6M | -2.0% | +4.6% | -6.6% | -6.1% |
| YTD | +18.1% | -1.9% | +20.0% | +15.6% |
| 1Y | +55.2% | -0.8% | +55.9% | +51.3% |
| 3Y | +74.3% | +43.5% | +30.9% | +28.5% |
| All | +74.3% | +40.1% | +34.2% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling