+74.3%
FCX vs FFIV
+102.2%
-27.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -4.9% | -8.1% | +3.2% | -1.7% |
| 30D | -17.1% | -33.4% | +16.3% | -4.4% |
| 3M | -12.7% | -24.7% | +12.1% | -4.8% |
| 6M | -2.0% | -8.8% | +6.9% | -2.3% |
| YTD | +18.1% | +21.8% | -3.7% | +1.3% |
| 1Y | +55.2% | +25.3% | +29.9% | +31.1% |
| 3Y | +74.3% | +101.2% | -26.8% | +8.7% |
| All | +74.3% | +102.2% | -27.9% | +8.7% |
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