+90.2%
FCX vs FIS
-18.3%
+108.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | -4.9% | +1.1% | -6.0% | -5.0% |
| 30D | +4.8% | -2.2% | +7.0% | +5.0% |
| 3M | +4.6% | +2.1% | +2.5% | +3.7% |
| 6M | +10.8% | -14.7% | +25.5% | +14.0% |
| YTD | +44.2% | -35.7% | +79.9% | +61.4% |
| 1Y | +59.6% | -37.1% | +96.6% | +79.7% |
| All | +90.2% | -18.3% | +108.5% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling