+102.7%
FCX vs FITB
+133.7%
-30.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.7% |
| 7D | +5.7% | +2.8% | +2.9% | +4.1% |
| 30D | +10.1% | -4.5% | +14.6% | +12.7% |
| 3M | +20.2% | +5.7% | +14.5% | +15.8% |
| 6M | +29.7% | +17.1% | +12.6% | +17.3% |
| YTD | +51.9% | +18.3% | +33.6% | +35.4% |
| 1Y | +66.0% | +23.9% | +42.1% | +43.6% |
| 3Y | +102.7% | +131.1% | -28.4% | +19.3% |
| All | +102.7% | +133.7% | -30.9% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling