+83.9%
FCX vs FFIV
+95.4%
-11.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.9% |
| 7D | -0.3% | -0.5% | +0.2% | 0.0% |
| 30D | -14.7% | -32.4% | +17.7% | -2.2% |
| 3M | -11.2% | -25.7% | +14.5% | -2.5% |
| 6M | -11.4% | -13.5% | +2.1% | -9.5% |
| YTD | +17.7% | +21.1% | -3.4% | +1.2% |
| 1Y | +47.5% | +29.4% | +18.1% | +22.5% |
| 3Y | +83.9% | +94.9% | -11.0% | +18.1% |
| All | +83.9% | +95.4% | -11.5% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling