+48.6%
FCX vs FIS
-54.6%
+103.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.3% |
| 7D | -2.4% | -27.4% | +25.0% | -8.5% |
| 30D | -18.0% | -16.8% | -1.1% | -19.7% |
| 3M | -14.3% | -32.6% | +18.4% | -20.6% |
| 6M | -1.7% | -33.4% | +31.7% | -8.6% |
| YTD | +19.8% | -56.0% | +75.9% | +4.6% |
| 1Y | +48.6% | -55.1% | +103.7% | +29.3% |
| All | +48.6% | -54.6% | +103.2% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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