+92.5%
FCX vs FIG
-73.2%
+165.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.7% | +11.0% | +5.4% |
| 7D | +5.7% | -16.4% | +22.1% | +6.0% |
| 30D | +10.1% | -2.3% | +12.4% | +10.0% |
| 3M | +20.2% | +7.8% | +12.4% | +20.0% |
| 6M | +29.7% | -21.8% | +51.5% | +31.5% |
| YTD | +51.9% | -39.1% | +91.1% | +58.3% |
| 1Y | +66.0% | -56.6% | +122.6% | +80.0% |
| All | +92.5% | -73.2% | +165.7% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling