+47.5%
FCX vs FIX
+15.7%
+31.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -0.3% | +9.4% | -9.7% | -3.9% |
| 30D | -14.7% | -27.8% | +13.1% | -3.6% |
| 3M | -11.2% | -35.6% | +24.4% | +4.8% |
| 6M | -11.4% | -45.2% | +33.8% | +12.1% |
| YTD | +17.7% | +19.5% | -1.8% | +5.3% |
| 1Y | +47.5% | +24.2% | +23.3% | +29.1% |
| All | +47.5% | +15.7% | +31.8% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling