+174.6%
FCX vs FIVE
+868.1%
-693.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.5% |
| 7D | -4.9% | +4.3% | -9.1% | -6.3% |
| 30D | +4.8% | +12.5% | -7.7% | +0.4% |
| 3M | +4.6% | +31.2% | -26.6% | -5.0% |
| 6M | +10.8% | +14.4% | -3.5% | +4.4% |
| YTD | +44.2% | +33.9% | +10.3% | +28.6% |
| 1Y | +59.6% | +65.1% | -5.5% | +32.3% |
| 3Y | +82.2% | +49.0% | +33.3% | +43.5% |
| 5Y | +115.6% | +30.3% | +85.3% | +70.0% |
| 10Y | +670.6% | +481.1% | +189.4% | +261.9% |
| All | +174.6% | +868.1% | -693.5% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling