+430.7%
FCX vs FN
+837.6%
-406.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.9% | -7.0% | +0.9% |
| 7D | -1.0% | +16.3% | -17.3% | -6.9% |
| 30D | -15.2% | -24.7% | +9.5% | -8.1% |
| 3M | -10.3% | -34.9% | +24.7% | +0.4% |
| 6M | +1.6% | -41.1% | +42.7% | +15.3% |
| YTD | +23.9% | -19.6% | +43.5% | +21.8% |
| 1Y | +58.0% | -18.5% | +76.5% | +53.3% |
| 3Y | +94.6% | +119.1% | -24.5% | +16.5% |
| 5Y | +70.4% | +206.9% | -136.6% | -17.4% |
| 10Y | +430.7% | +826.4% | -395.8% | +65.2% |
| All | +430.7% | +837.6% | -406.9% | +65.2% |
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