+47.5%
FCX vs FICO
-59.4%
+106.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -0.3% | +2.2% | -2.5% | -0.1% |
| 30D | -14.7% | +0.1% | -14.8% | -14.6% |
| 3M | -11.2% | -35.2% | +24.0% | -14.8% |
| 6M | -11.4% | -32.4% | +21.0% | -14.0% |
| YTD | +17.7% | -57.4% | +75.1% | +11.3% |
| 1Y | +47.5% | -58.5% | +106.0% | +39.8% |
| All | +47.5% | -59.4% | +106.9% | +39.8% |
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