+1,015.5%
FCX vs F
+280.7%
+734.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.4% |
| 7D | -4.9% | +5.3% | -10.2% | -6.9% |
| 30D | +4.8% | +4.6% | +0.2% | +2.7% |
| 3M | +4.6% | -3.7% | +8.3% | +6.0% |
| 6M | +10.8% | +16.8% | -6.0% | +2.8% |
| YTD | +44.2% | +15.3% | +28.9% | +34.0% |
| 1Y | +59.6% | +31.0% | +28.6% | +39.6% |
| 3Y | +82.2% | +45.4% | +36.8% | +47.3% |
| 5Y | +115.6% | +54.7% | +61.0% | +63.0% |
| 10Y | +670.6% | +98.2% | +572.3% | +418.8% |
| All | +1,015.5% | +280.7% | +734.8% | +417.1% |
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