+85.8%
FCX vs FIX
+497.3%
-411.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | -2.4% | -13.9% | +11.6% | +1.8% |
| 30D | -18.0% | -35.5% | +17.6% | -6.1% |
| 3M | -14.3% | -33.9% | +19.7% | -3.4% |
| 6M | -1.7% | -43.3% | +41.6% | +16.1% |
| YTD | +19.8% | +18.7% | +1.2% | +12.2% |
| 1Y | +48.6% | +13.8% | +34.9% | +40.3% |
| 3Y | +85.8% | +495.0% | -409.1% | -2.7% |
| All | +85.8% | +497.3% | -411.5% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling