+1,015.5%
FCX vs FISV
+2,285.0%
-1,269.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.9% | -0.3% | -4.5% | -4.7% |
| 30D | +4.8% | -2.1% | +6.9% | +5.2% |
| 3M | +4.6% | -5.7% | +10.4% | +5.4% |
| 6M | +10.8% | -15.3% | +26.2% | +15.0% |
| YTD | +44.2% | -21.1% | +65.3% | +52.1% |
| 1Y | +59.6% | -61.1% | +120.6% | +104.1% |
| 3Y | +82.2% | -56.8% | +139.1% | +116.3% |
| 5Y | +115.6% | -54.2% | +169.8% | +147.9% |
| 10Y | +670.6% | +1.6% | +669.0% | +580.8% |
| All | +1,015.5% | +2,285.0% | -1,269.5% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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