+52.7%
FCX vs FICO
-58.5%
+111.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -0.8% | +4.0% | -4.7% | -0.4% |
| 30D | -15.1% | -1.5% | -13.6% | -15.1% |
| 3M | -9.6% | -29.8% | +20.2% | -12.0% |
| 6M | -3.1% | -33.3% | +30.2% | -6.2% |
| YTD | +23.4% | -56.9% | +80.3% | +18.1% |
| 1Y | +52.7% | -59.5% | +112.1% | +46.6% |
| All | +52.7% | -58.5% | +111.1% | +46.6% |
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