+75.6%
FCX vs FDS
-23.8%
+99.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -1.0% |
| 7D | +3.1% | -8.8% | +11.9% | +1.8% |
| 30D | +8.1% | -1.4% | +9.5% | +8.0% |
| 3M | +18.9% | +13.9% | +5.1% | +21.6% |
| 6M | +26.6% | +27.4% | -0.8% | +31.3% |
| YTD | +51.2% | -2.5% | +53.6% | +56.1% |
| 1Y | +75.6% | -23.8% | +99.3% | +80.3% |
| All | +75.6% | -23.8% | +99.3% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling