+373.5%
FCX vs FN
+700.1%
-326.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.3% | +0.5% |
| 7D | -0.3% | +0.3% | -0.6% | -0.6% |
| 30D | -14.7% | -16.5% | +1.8% | -10.7% |
| 3M | -11.2% | -42.1% | +30.9% | +3.6% |
| 6M | -11.4% | -52.9% | +41.5% | +8.7% |
| YTD | +17.7% | -28.0% | +45.7% | +20.0% |
| 1Y | +47.5% | -18.5% | +66.0% | +42.8% |
| 3Y | +83.9% | +93.9% | -10.0% | +14.6% |
| 5Y | +54.0% | +170.5% | -116.5% | -22.2% |
| All | +373.5% | +700.1% | -326.6% | +52.4% |
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