+87.2%
FCX vs F
+50.3%
+36.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -2.4% | +1.0% | -3.3% | -2.7% |
| 30D | -18.0% | +2.1% | -20.1% | -18.7% |
| 3M | -14.3% | -10.3% | -4.0% | -11.3% |
| 6M | -1.7% | +3.3% | -5.0% | -5.3% |
| YTD | +19.8% | -2.0% | +21.8% | +17.4% |
| 1Y | +48.6% | -2.3% | +50.9% | +45.8% |
| All | +87.2% | +50.3% | +36.9% | +34.4% |
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