+485.6%
FCX vs FN
+753.0%
-267.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.0% | -1.3% |
| 7D | -4.9% | 0.0% | -4.8% | -5.9% |
| 30D | -17.1% | -34.3% | +17.2% | -5.9% |
| 3M | -12.7% | -39.9% | +27.2% | +0.4% |
| 6M | -2.0% | -51.8% | +49.9% | +19.2% |
| YTD | +18.1% | -28.1% | +46.2% | +20.7% |
| 1Y | +55.2% | -29.1% | +84.2% | +57.9% |
| 3Y | +74.3% | +102.4% | -28.1% | +6.8% |
| 5Y | +71.9% | +171.7% | -99.8% | -13.0% |
| All | +485.6% | +753.0% | -267.4% | +90.5% |
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