+395.9%
FCX vs FIX
+3,814.3%
-3,418.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.0% | -2.0% | +0.8% |
| 7D | -0.8% | +6.4% | -7.2% | -3.6% |
| 30D | -15.1% | -29.1% | +14.0% | -3.0% |
| 3M | -9.6% | -31.1% | +21.5% | +3.6% |
| 6M | -3.1% | -42.8% | +39.8% | +19.6% |
| YTD | +23.4% | +24.6% | -1.2% | +6.7% |
| 1Y | +52.7% | +21.9% | +30.7% | +32.5% |
| 3Y | +91.4% | +524.9% | -433.5% | -33.9% |
| 5Y | +62.7% | +1,092.2% | -1,029.5% | -62.3% |
| 10Y | +395.9% | +3,759.0% | -3,363.2% | -35.3% |
| All | +395.9% | +3,814.3% | -3,418.4% | -35.3% |
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