+69.9%
FCX vs FN
+80.0%
-10.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -14.2% | +6.7% | -3.8% |
| 7D | -12.5% | -16.0% | +3.5% | -8.9% |
| 30D | -20.0% | -40.1% | +20.1% | -9.6% |
| 3M | -16.4% | -43.9% | +27.5% | -5.1% |
| 6M | +0.8% | -55.6% | +56.5% | +20.1% |
| YTD | +15.1% | -35.7% | +50.7% | +21.9% |
| 1Y | +45.3% | -39.8% | +85.2% | +55.8% |
| All | +69.9% | +80.0% | -10.1% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling