+85.3%
FCX vs F
+45.7%
+39.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.3% |
| 7D | -4.9% | +5.3% | -10.2% | -6.7% |
| 30D | +4.8% | +4.6% | +0.2% | +2.9% |
| 3M | +4.6% | -3.7% | +8.3% | +5.8% |
| 6M | +10.8% | +16.8% | -6.0% | +2.9% |
| YTD | +44.2% | +15.3% | +28.9% | +34.0% |
| 1Y | +59.6% | +31.0% | +28.6% | +40.4% |
| All | +85.3% | +45.7% | +39.7% | +44.5% |
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