+128.8%
FCX vs FANG
+1,416.0%
-1,287.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.4% | -7.9% | -7.2% |
| 7D | -1.9% | +1.2% | -3.1% | -2.4% |
| 30D | +3.4% | +2.4% | +1.0% | +2.1% |
| 3M | +15.0% | +5.1% | +9.9% | +11.1% |
| 6M | +14.6% | +16.4% | -1.8% | +4.2% |
| YTD | +41.2% | +39.0% | +2.2% | +17.6% |
| 1Y | +60.4% | +50.6% | +9.7% | +27.8% |
| 3Y | +88.4% | +46.9% | +41.5% | +48.8% |
| 5Y | +115.0% | +238.2% | -123.2% | +14.7% |
| 10Y | +669.9% | +181.3% | +488.6% | +244.5% |
| All | +128.8% | +1,416.0% | -1,287.2% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling