+74.3%
FCX vs FIVE
+34.8%
+39.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -17.1% | +17.7% | -34.8% | -20.8% |
| 3M | -12.7% | +4.0% | -16.6% | -13.9% |
| 6M | -2.0% | +2.6% | -4.6% | -3.7% |
| YTD | +18.1% | +27.6% | -9.5% | +9.0% |
| 1Y | +55.2% | +59.9% | -4.8% | +34.7% |
| 3Y | +74.3% | +35.8% | +38.6% | +23.1% |
| All | +74.3% | +34.8% | +39.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling