+430.7%
FCX vs FIX
+4,032.2%
-3,601.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +0.8% |
| 7D | -1.0% | -7.2% | +6.2% | +1.0% |
| 30D | -15.2% | -35.1% | +19.9% | +0.7% |
| 3M | -10.3% | -34.3% | +24.0% | +4.9% |
| 6M | +1.6% | -42.9% | +44.5% | +25.5% |
| YTD | +23.9% | +19.5% | +4.4% | +9.1% |
| 1Y | +58.0% | +16.8% | +41.3% | +39.7% |
| 3Y | +94.6% | +506.7% | -412.1% | -32.1% |
| 5Y | +70.4% | +1,046.7% | -976.3% | -60.0% |
| 10Y | +430.7% | +3,800.0% | -3,369.3% | -33.0% |
| All | +430.7% | +4,032.2% | -3,601.5% | -33.0% |
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