+52.7%
FCX vs FIX
+21.5%
+31.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.0% | -2.0% | +1.0% |
| 7D | -0.8% | +6.4% | -7.2% | -3.4% |
| 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% | +20.4% |
| YTD | +23.4% | +24.6% | -1.2% | +7.8% |
| 1Y | +52.7% | +21.9% | +30.7% | +33.7% |
| All | +52.7% | +21.5% | +31.1% | +33.7% |
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