+91.5%
FCX vs FIG
-74.1%
+165.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.5% |
| 7D | +3.1% | -14.5% | +17.6% | +3.4% |
| 30D | +8.1% | -13.3% | +21.4% | +8.4% |
| 3M | +18.9% | +7.4% | +11.5% | +18.7% |
| 6M | +26.6% | -27.8% | +54.4% | +28.9% |
| YTD | +51.2% | -41.1% | +92.3% | +57.6% |
| 1Y | +75.6% | -58.7% | +134.3% | +90.4% |
| All | +91.5% | -74.1% | +165.6% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling