+57.1%
FCX vs FIVE
+18.5%
+38.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | +4.4% | +2.4% | +2.0% | +3.7% |
| 30D | -16.3% | +15.8% | -32.2% | -20.0% |
| 3M | -12.5% | +3.8% | -16.3% | -13.7% |
| 6M | -8.0% | +18.5% | -26.6% | -13.5% |
| YTD | +20.1% | +31.2% | -11.1% | +9.0% |
| 1Y | +45.9% | +61.8% | -15.9% | +24.2% |
| 3Y | +86.2% | +39.9% | +46.4% | +52.2% |
| 5Y | +57.1% | +18.3% | +38.8% | +29.3% |
| All | +57.1% | +18.5% | +38.6% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling