+55.4%
FCX vs F
-15.5%
+70.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.3% | -3.1% | +2.8% | +1.0% |
| 30D | -14.7% | 0.0% | -14.8% | -14.8% |
| 3M | -11.2% | -13.2% | +2.0% | -6.5% |
| 6M | -11.4% | -10.2% | -1.2% | -8.9% |
| YTD | +17.7% | -4.9% | +22.7% | +17.3% |
| 1Y | +47.5% | -6.1% | +53.6% | +47.7% |
| 3Y | +83.9% | +46.0% | +37.9% | +45.2% |
| All | +55.4% | -15.5% | +70.9% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling