+612.2%
FCX vs FANG
+182.5%
+429.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | +2.9% | -5.2% | -3.5% |
| 30D | +2.7% | +2.6% | +0.1% | +1.3% |
| 3M | +7.4% | +7.6% | -0.2% | +2.9% |
| 6M | +16.0% | +17.3% | -1.3% | +5.2% |
| YTD | +40.9% | +38.7% | +2.3% | +17.8% |
| 1Y | +56.4% | +51.6% | +4.8% | +24.7% |
| 3Y | +84.2% | +50.0% | +34.3% | +44.7% |
| 5Y | +114.6% | +237.6% | -122.9% | +16.3% |
| All | +612.2% | +182.5% | +429.7% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling