+78.9%
FCX vs FIG
-74.0%
+152.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.6% |
| 7D | -1.9% | -12.2% | +10.4% | -1.7% |
| 30D | +3.4% | -11.0% | +14.4% | +3.6% |
| 3M | +15.0% | +11.9% | +3.1% | +14.5% |
| 6M | +14.6% | -21.9% | +36.6% | +16.2% |
| YTD | +41.2% | -40.8% | +82.0% | +47.2% |
| 1Y | +60.4% | -56.6% | +117.0% | +74.0% |
| All | +78.9% | -74.0% | +152.8% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling