+74.3%
FCX vs FIX
+448.6%
-374.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +0.8% |
| 7D | -4.9% | -17.5% | +12.6% | +0.4% |
| 30D | -17.1% | -41.6% | +24.4% | -2.0% |
| 3M | -12.7% | -40.6% | +27.9% | +2.1% |
| 6M | -2.0% | -49.4% | +47.4% | +20.3% |
| YTD | +18.1% | +9.2% | +8.9% | +13.6% |
| 1Y | +55.2% | +6.5% | +48.7% | +49.9% |
| 3Y | +74.3% | +448.7% | -374.4% | -7.7% |
| All | +74.3% | +448.6% | -374.3% | -7.7% |
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