+653.3%
FCX vs FN
+900.0%
-246.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.8% |
| 7D | -4.9% | -1.7% | -3.2% | -4.3% |
| 30D | +4.8% | -22.0% | +26.8% | +12.4% |
| 3M | +4.6% | -43.0% | +47.6% | +23.6% |
| 6M | +10.8% | -27.7% | +38.6% | +17.9% |
| YTD | +44.2% | -10.5% | +54.7% | +39.7% |
| 1Y | +59.6% | +12.5% | +47.1% | +40.8% |
| 3Y | +82.2% | +153.8% | -71.6% | +5.5% |
| 5Y | +115.6% | +288.0% | -172.4% | -2.9% |
| All | +653.3% | +900.0% | -246.7% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling