+373.5%
FCX vs FERG
+424.2%
-50.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -0.3% | +9.7% | -10.0% | -3.5% |
| 30D | -14.7% | +15.0% | -29.8% | -18.8% |
| 3M | -11.2% | +3.8% | -14.9% | -12.4% |
| 6M | -11.4% | +10.6% | -22.0% | -14.6% |
| YTD | +17.7% | +17.0% | +0.7% | +11.5% |
| 1Y | +47.5% | +7.1% | +40.4% | +43.5% |
| 3Y | +83.9% | +67.7% | +16.1% | +54.7% |
| 5Y | +54.0% | +76.4% | -22.5% | +23.7% |
| All | +373.5% | +424.2% | -50.7% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling