+396.6%
FCX vs FFIV
+126.3%
+270.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.5% |
| 7D | -0.8% | -2.9% | +2.2% | +1.1% |
| 30D | -15.1% | -32.4% | +17.4% | +4.2% |
| 3M | -9.6% | -22.7% | +13.1% | +1.6% |
| 6M | -3.1% | -10.7% | +7.6% | -1.0% |
| YTD | +23.4% | +25.4% | -1.9% | +0.4% |
| 1Y | +52.7% | +34.2% | +18.5% | +18.6% |
| 3Y | +91.4% | +101.2% | -9.8% | +9.7% |
| 5Y | +62.7% | +42.0% | +20.8% | +14.1% |
| All | +396.6% | +126.3% | +270.3% | +133.8% |
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