+813.3%
FCX vs F
+223.9%
+589.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 6M | -2.0% | +4.6% | -6.6% | -5.7% |
| YTD | +18.1% | -1.9% | +20.0% | +16.7% |
| 1Y | +55.2% | -0.8% | +55.9% | +52.6% |
| 3Y | +74.3% | +43.5% | +30.9% | +41.8% |
| 5Y | +71.9% | -12.1% | +84.0% | +64.2% |
| 10Y | +498.4% | +83.6% | +414.7% | +314.7% |
| All | +813.3% | +223.9% | +589.4% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling