+61.5%
FCX vs FICO
+81.4%
-20.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -4.9% | -0.9% | -3.9% | -4.8% |
| 30D | -17.1% | +3.3% | -20.5% | -17.9% |
| 3M | -12.7% | -31.7% | +19.1% | -9.3% |
| 6M | -2.0% | -34.0% | +32.0% | +0.5% |
| YTD | +18.1% | -58.3% | +76.4% | +32.0% |
| 1Y | +55.2% | -57.9% | +113.1% | +72.8% |
| 3Y | +74.3% | -24.1% | +98.4% | +52.4% |
| All | +61.5% | +81.4% | -20.0% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling