+613.6%
FCX vs FFIV
+238.2%
+375.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.7% |
| 7D | -1.9% | +1.6% | -3.5% | -2.8% |
| 30D | +3.4% | -3.7% | +7.1% | +5.4% |
| 3M | +15.0% | +2.0% | +13.0% | +12.5% |
| 6M | +14.6% | +39.3% | -24.6% | -8.2% |
| YTD | +41.2% | +56.1% | -14.9% | +4.3% |
| 1Y | +60.4% | +22.0% | +38.4% | +36.8% |
| 3Y | +88.4% | +148.2% | -59.8% | -1.1% |
| 5Y | +115.0% | +96.3% | +18.7% | +27.0% |
| All | +613.6% | +238.2% | +375.4% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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