+114.3%
FCX vs FDS
-17.4%
+131.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.9% |
| 7D | -4.9% | -1.9% | -3.0% | -4.5% |
| 30D | +4.8% | +9.0% | -4.2% | +2.9% |
| 3M | +4.6% | +18.9% | -14.2% | +0.1% |
| 6M | +10.8% | +35.1% | -24.3% | +1.3% |
| YTD | +44.2% | +5.5% | +38.7% | +43.6% |
| 1Y | +59.6% | -16.8% | +76.4% | +76.3% |
| 3Y | +82.2% | -28.1% | +110.3% | +112.4% |
| All | +114.3% | -17.4% | +131.7% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling