+75.6%
FCX vs FITB
+23.4%
+52.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +3.1% | -0.4% | +3.5% | +3.2% |
| 30D | +8.1% | -5.1% | +13.3% | +10.3% |
| 3M | +18.9% | +3.5% | +15.4% | +16.2% |
| 6M | +26.6% | +17.2% | +9.4% | +15.3% |
| YTD | +51.2% | +17.6% | +33.5% | +35.3% |
| 1Y | +75.6% | +23.4% | +52.2% | +48.6% |
| All | +75.6% | +23.4% | +52.2% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling