+61.5%
FCX vs FIX
+933.9%
-872.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +0.7% |
| 7D | -4.9% | -17.5% | +12.6% | +0.8% |
| 30D | -17.1% | -41.6% | +24.4% | -0.8% |
| 3M | -12.7% | -40.6% | +27.9% | +3.1% |
| 6M | -2.0% | -49.4% | +47.4% | +22.0% |
| YTD | +18.1% | +9.2% | +8.9% | +11.9% |
| 1Y | +55.2% | +6.5% | +48.7% | +47.6% |
| 3Y | +74.3% | +448.7% | -374.4% | -19.3% |
| All | +61.5% | +933.9% | -872.4% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling