+102.7%
FCX vs FDS
-30.4%
+133.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.3% | +9.6% | +5.5% |
| 7D | +5.7% | -5.4% | +11.1% | +5.9% |
| 30D | +10.1% | +1.6% | +8.5% | +9.9% |
| 3M | +20.2% | +17.7% | +2.4% | +19.0% |
| 6M | +29.7% | +29.1% | +0.6% | +26.7% |
| YTD | +51.9% | +1.0% | +51.0% | +57.1% |
| 1Y | +66.0% | -21.6% | +87.6% | +88.2% |
| 3Y | +102.7% | -30.1% | +132.9% | +135.7% |
| All | +102.7% | -30.4% | +133.2% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling