+829.1%
FCX vs F
+213.6%
+615.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.5% |
| 7D | +4.4% | -3.9% | +8.3% | +6.1% |
| 30D | -16.3% | -0.5% | -15.9% | -16.2% |
| 3M | -12.5% | -12.9% | +0.4% | -7.9% |
| 6M | -8.0% | +1.5% | -9.6% | -10.4% |
| YTD | +20.1% | -5.0% | +25.1% | +20.3% |
| 1Y | +45.9% | -7.3% | +53.3% | +47.7% |
| 3Y | +86.2% | +45.3% | +41.0% | +50.8% |
| 5Y | +57.1% | -15.8% | +72.9% | +52.6% |
| 10Y | +382.5% | +64.2% | +318.3% | +248.7% |
| All | +829.1% | +213.6% | +615.5% | +364.4% |
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 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