+94.6%
FCX vs FIS
-41.8%
+136.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +4.9% |
| 7D | -1.0% | -29.4% | +28.4% | +0.1% |
| 30D | -15.2% | -16.7% | +1.5% | -15.2% |
| 3M | -10.3% | -33.0% | +22.7% | -8.7% |
| 6M | +1.6% | -33.3% | +34.9% | +3.1% |
| YTD | +23.9% | -56.0% | +79.9% | +40.0% |
| 1Y | +58.0% | -54.6% | +112.6% | +76.4% |
| 3Y | +94.6% | -40.6% | +135.2% | +67.1% |
| All | +94.6% | -41.8% | +136.4% | +67.1% |
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