+155.7%
FCX vs FERG
+1,335.0%
-1,179.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.3% | +5.6% |
| 7D | +5.7% | +3.4% | +2.4% | +4.8% |
| 30D | +10.1% | -11.5% | +21.6% | +13.4% |
| 3M | +20.2% | +1.3% | +18.9% | +19.7% |
| 6M | +29.7% | -1.0% | +30.6% | +29.9% |
| YTD | +51.9% | +3.2% | +48.7% | +50.9% |
| 1Y | +66.0% | -3.0% | +68.9% | +67.2% |
| 3Y | +102.7% | +55.0% | +47.7% | +83.8% |
| 5Y | +138.9% | +72.6% | +66.2% | +110.4% |
| 10Y | +701.1% | +358.9% | +342.1% | +529.9% |
| All | +155.7% | +1,335.0% | -1,179.4% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling