+386.3%
FCX vs FITB
+231.2%
+155.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -2.4% | +0.5% | -2.8% | -2.5% |
| 30D | -18.0% | +7.0% | -25.0% | -21.5% |
| 3M | -14.3% | -4.4% | -9.9% | -12.1% |
| 6M | -1.7% | +11.6% | -13.3% | -9.5% |
| YTD | +19.8% | +18.6% | +1.2% | +5.3% |
| 1Y | +48.6% | +29.8% | +18.8% | +23.1% |
| 3Y | +85.8% | +140.7% | -54.9% | -0.6% |
| 5Y | +72.2% | +48.6% | +23.6% | +22.3% |
| 10Y | +386.3% | +224.4% | +161.9% | +99.0% |
| All | +386.3% | +231.2% | +155.1% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling