+588.4%
FCX vs FDS
+10,327.4%
-9,739.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +4.0% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -17.1% | +20.2% | -37.3% | -23.0% |
| 3M | -12.7% | +19.9% | -32.5% | -19.5% |
| 6M | -2.0% | +56.2% | -58.1% | -20.9% |
| YTD | +18.1% | +14.6% | +3.5% | +5.2% |
| 1Y | +55.2% | +31.6% | +23.6% | +30.3% |
| 3Y | +74.3% | -23.8% | +98.2% | +79.4% |
| 5Y | +71.9% | -22.6% | +94.5% | +74.6% |
| 10Y | +498.4% | +139.3% | +359.0% | +298.3% |
| All | +588.4% | +10,327.4% | -9,739.1% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling