+395.9%
FCX vs FIVE
+535.9%
-140.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | -15.1% | +17.4% | -32.5% | -20.1% |
| 3M | -9.6% | +7.0% | -16.7% | -12.3% |
| 6M | -3.1% | +20.5% | -23.5% | -10.8% |
| YTD | +23.4% | +33.1% | -9.7% | +8.7% |
| 1Y | +52.7% | +67.1% | -14.4% | +23.3% |
| 3Y | +91.4% | +41.9% | +49.5% | +49.9% |
| 5Y | +62.7% | +21.1% | +41.7% | +29.2% |
| 10Y | +395.9% | +518.8% | -122.9% | +105.7% |
| All | +395.9% | +535.9% | -140.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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