+52.7%
FCX vs FIG
-56.7%
+109.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +3.0% |
| 7D | -0.8% | -14.3% | +13.5% | -0.9% |
| 30D | -15.1% | -13.6% | -1.4% | -15.1% |
| 3M | -9.6% | -23.7% | +14.1% | -9.8% |
| 6M | -3.1% | -5.4% | +2.3% | -2.7% |
| YTD | +23.4% | -49.2% | +72.7% | +37.5% |
| 1Y | +52.7% | -57.4% | +110.0% | +82.4% |
| All | +52.7% | -56.7% | +109.4% | +82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling