+383.2%
FCX vs FIX
+3,612.7%
-3,229.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.4% |
| 7D | +4.4% | +16.9% | -12.5% | -2.6% |
| 30D | -16.3% | -30.6% | +14.3% | -3.5% |
| 3M | -12.5% | -35.1% | +22.6% | +3.0% |
| 6M | -8.0% | -44.0% | +36.0% | +14.6% |
| YTD | +20.1% | +21.0% | -0.9% | +5.2% |
| 1Y | +45.9% | +16.2% | +29.8% | +29.4% |
| 3Y | +86.2% | +506.9% | -420.6% | -34.8% |
| 5Y | +57.1% | +1,051.1% | -994.0% | -63.0% |
| All | +383.2% | +3,612.7% | -3,229.5% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling