+1,702.9%
FCX vs FIS
+374.5%
+1,328.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.7% |
| 7D | -4.9% | +1.1% | -6.0% | -5.4% |
| 30D | +4.8% | -2.2% | +7.0% | +5.5% |
| 3M | +4.6% | +2.1% | +2.5% | +1.5% |
| 6M | +10.8% | -14.7% | +25.5% | +16.6% |
| YTD | +44.2% | -35.7% | +79.9% | +74.5% |
| 1Y | +59.6% | -37.1% | +96.6% | +94.3% |
| 3Y | +82.2% | -20.0% | +102.3% | +88.2% |
| 5Y | +115.6% | -62.1% | +177.7% | +216.0% |
| 10Y | +670.6% | -37.4% | +707.9% | +762.7% |
| All | +1,702.9% | +374.5% | +1,328.3% | +843.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling