+373.5%
FCX vs FAST
+541.9%
-168.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -0.3% | +4.2% | -4.5% | -2.8% |
| 30D | -14.7% | +6.7% | -21.4% | -18.2% |
| 3M | -11.2% | +8.0% | -19.2% | -15.7% |
| 6M | -11.4% | +27.4% | -38.8% | -24.7% |
| YTD | +17.7% | +40.5% | -22.8% | -7.1% |
| 1Y | +47.5% | +38.4% | +9.1% | +17.5% |
| 3Y | +83.9% | +98.7% | -14.8% | +9.9% |
| 5Y | +54.0% | +106.7% | -52.7% | -12.9% |
| All | +373.5% | +541.9% | -168.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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