+45.9%
FCX vs FDS
+23.2%
+22.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.9% |
| 7D | +4.4% | -2.6% | +7.0% | +3.9% |
| 30D | -16.3% | +14.1% | -30.4% | -14.3% |
| 3M | -12.5% | +19.8% | -32.3% | -9.3% |
| 6M | -8.0% | +55.0% | -63.0% | -0.4% |
| YTD | +20.1% | +15.9% | +4.2% | +25.9% |
| 1Y | +45.9% | +24.2% | +21.7% | +56.9% |
| All | +45.9% | +23.2% | +22.7% | +56.9% |
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