+373.5%
FCX vs FIX
+3,564.5%
-3,191.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -0.3% | +9.4% | -9.7% | -4.2% |
| 30D | -14.7% | -27.8% | +13.1% | -3.4% |
| 3M | -11.2% | -35.6% | +24.4% | +4.8% |
| 6M | -11.4% | -45.2% | +33.8% | +11.5% |
| YTD | +17.7% | +19.5% | -1.8% | +3.7% |
| 1Y | +47.5% | +24.2% | +23.3% | +27.0% |
| 3Y | +83.9% | +494.2% | -410.3% | -35.0% |
| 5Y | +54.0% | +1,036.1% | -982.2% | -63.6% |
| All | +373.5% | +3,564.5% | -3,191.0% | -36.9% |
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