+661.8%
FCX vs FIX
+5,885.7%
-5,223.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | -4.9% | +6.0% | -10.9% | -7.4% |
| 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% | +3.0% |
| YTD | +44.2% | +72.8% | -28.6% | +10.6% |
| 1Y | +59.6% | +122.9% | -63.3% | +7.5% |
| 3Y | +82.2% | +774.3% | -692.1% | -44.4% |
| 5Y | +115.6% | +2,049.5% | -1,933.9% | -61.3% |
| All | +661.8% | +5,885.7% | -5,223.9% | -16.0% |
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