+85.3%
FCX vs FICO
+4.8%
+80.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +0.7% |
| 7D | -4.9% | -19.2% | +14.3% | -4.3% |
| 30D | +4.8% | -14.6% | +19.4% | +5.3% |
| 3M | +4.6% | -20.1% | +24.7% | +4.6% |
| 6M | +10.8% | -36.3% | +47.1% | +13.3% |
| YTD | +44.2% | -44.9% | +89.1% | +50.3% |
| 1Y | +59.6% | -38.6% | +98.2% | +61.6% |
| All | +85.3% | +4.8% | +80.5% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling