+50.0%
FCX vs FN
-18.6%
+68.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | +1.5% |
| 7D | -0.8% | +8.0% | -8.8% | -3.0% |
| 30D | -15.1% | -19.1% | +4.1% | -11.2% |
| 3M | -9.6% | -29.8% | +20.2% | -3.1% |
| 6M | -3.1% | -43.2% | +40.1% | +8.4% |
| YTD | +23.4% | -18.9% | +42.4% | +24.4% |
| All | +50.0% | -18.6% | +68.5% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling