+485.6%
FCX vs FICO
+512.2%
-26.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -4.9% | -0.9% | -3.9% | -4.7% |
| 30D | -17.1% | +3.3% | -20.5% | -18.9% |
| 3M | -12.7% | -31.7% | +19.1% | -5.1% |
| 6M | -2.0% | -34.0% | +32.0% | +4.3% |
| YTD | +18.1% | -58.3% | +76.4% | +45.7% |
| 1Y | +55.2% | -57.9% | +113.1% | +90.1% |
| 3Y | +74.3% | -24.1% | +98.4% | +44.7% |
| 5Y | +71.9% | +85.3% | -13.4% | -18.5% |
| All | +485.6% | +512.2% | -26.6% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling