+59.6%
FCX vs FICO
-39.1%
+98.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | -1.7% |
| 7D | -4.9% | -19.2% | +14.3% | -7.1% |
| 30D | +4.8% | -14.6% | +19.4% | +3.2% |
| 3M | +4.6% | -20.1% | +24.7% | +2.1% |
| 6M | +10.8% | -36.3% | +47.1% | +6.7% |
| YTD | +44.2% | -44.9% | +89.1% | +38.5% |
| 1Y | +59.6% | -38.6% | +98.2% | +51.6% |
| All | +59.6% | -39.1% | +98.6% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling