+1,260.2%
FCX vs FFIV
+6,100.0%
-4,839.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.5% |
| 7D | -1.0% | -2.1% | +1.1% | -0.6% |
| 30D | -15.2% | -33.8% | +18.5% | -9.3% |
| 3M | -10.3% | -20.6% | +10.3% | -7.1% |
| 6M | +1.6% | -10.2% | +11.8% | +2.8% |
| YTD | +23.9% | +24.5% | -0.6% | +18.1% |
| 1Y | +58.0% | +29.3% | +28.7% | +49.6% |
| 3Y | +94.6% | +103.8% | -9.2% | +70.4% |
| 5Y | +70.4% | +40.9% | +29.5% | +58.3% |
| 10Y | +430.7% | +126.6% | +304.1% | +360.7% |
| All | +1,260.2% | +6,100.0% | -4,839.8% | +644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling