+124.9%
FCX vs FIVE
+822.5%
-697.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -17.1% | +17.7% | -34.8% | -21.7% |
| 3M | -12.7% | +4.0% | -16.6% | -14.2% |
| 6M | -2.0% | +2.6% | -4.6% | -4.2% |
| YTD | +18.1% | +27.6% | -9.5% | +6.7% |
| 1Y | +55.2% | +59.9% | -4.8% | +29.8% |
| 3Y | +74.3% | +35.8% | +38.6% | +41.6% |
| 5Y | +71.9% | +14.4% | +57.5% | +41.9% |
| 10Y | +498.4% | +576.1% | -77.8% | +172.7% |
| All | +124.9% | +822.5% | -697.6% | -8.9% |
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