+1,015.5%
FCX vs FITB
+1,017.1%
-1.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | +4.8% | -4.7% | +9.6% | +6.5% |
| 3M | +4.6% | +6.7% | -2.1% | +2.1% |
| 6M | +10.8% | +12.6% | -1.7% | +6.2% |
| YTD | +44.2% | +19.1% | +25.1% | +35.2% |
| 1Y | +59.6% | +22.6% | +36.9% | +47.9% |
| 3Y | +82.2% | +127.1% | -44.9% | +36.9% |
| 5Y | +115.6% | +71.8% | +43.8% | +76.9% |
| 10Y | +670.6% | +287.2% | +383.4% | +395.4% |
| All | +1,015.5% | +1,017.1% | -1.6% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling