+59.6%
FCX vs FIX
+128.3%
-68.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | -4.9% | +6.0% | -10.9% | -7.3% |
| 30D | +4.8% | -7.2% | +12.1% | +7.8% |
| 3M | +4.6% | -15.9% | +20.5% | +11.4% |
| 6M | +10.8% | +12.7% | -1.9% | +2.6% |
| YTD | +44.2% | +72.8% | -28.6% | +14.6% |
| 1Y | +59.6% | +122.9% | -63.3% | +7.8% |
| All | +59.6% | +128.3% | -68.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling