+1,015.5%
FCX vs FICO
+11,267.1%
-10,251.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +5.4% |
| 7D | -4.9% | -19.2% | +14.3% | +1.0% |
| 30D | +4.8% | -14.6% | +19.4% | +9.1% |
| 3M | +4.6% | -20.1% | +24.7% | +9.1% |
| 6M | +10.8% | -36.3% | +47.1% | +21.3% |
| YTD | +44.2% | -44.9% | +89.1% | +64.0% |
| 1Y | +59.6% | -38.6% | +98.2% | +71.9% |
| 3Y | +82.2% | +4.0% | +78.3% | +56.1% |
| 5Y | +115.6% | +99.5% | +16.1% | +42.3% |
| 10Y | +670.6% | +604.7% | +65.9% | +234.8% |
| All | +1,015.5% | +11,267.1% | -10,251.7% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling