+130.2%
FCX vs FERG
+68.4%
+61.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.3% |
| 7D | +3.1% | +0.9% | +2.2% | +2.5% |
| 30D | +8.1% | -15.1% | +23.2% | +18.6% |
| 3M | +18.9% | -4.8% | +23.8% | +21.8% |
| 6M | +26.6% | -2.5% | +29.1% | +27.5% |
| YTD | +51.2% | +1.8% | +49.3% | +48.7% |
| 1Y | +75.6% | -0.3% | +75.9% | +74.1% |
| 3Y | +101.7% | +52.9% | +48.8% | +46.2% |
| All | +130.2% | +68.4% | +61.8% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling