+61.5%
FCX vs F
-12.6%
+74.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -4.9% | +1.6% | -6.4% | -5.5% |
| 30D | -17.1% | +2.6% | -19.8% | -18.1% |
| 3M | -12.7% | -8.8% | -3.8% | -10.0% |
| 6M | -2.0% | +4.6% | -6.6% | -6.0% |
| YTD | +18.1% | -1.9% | +20.0% | +16.1% |
| 1Y | +55.2% | -0.8% | +55.9% | +51.9% |
| 3Y | +74.3% | +43.5% | +30.9% | +38.5% |
| All | +61.5% | -12.6% | +74.0% | +44.7% |
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