+67.5%
FCX vs FN
+148.3%
-80.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -14.2% | +6.7% | -3.6% |
| 7D | -12.5% | -16.0% | +3.5% | -8.7% |
| 30D | -20.0% | -40.1% | +20.1% | -8.8% |
| 3M | -16.4% | -43.9% | +27.5% | -4.3% |
| 6M | +0.8% | -55.6% | +56.5% | +21.5% |
| YTD | +15.1% | -35.7% | +50.7% | +21.9% |
| 1Y | +45.3% | -39.8% | +85.2% | +55.9% |
| 3Y | +70.9% | +80.3% | -9.3% | +22.1% |
| 5Y | +67.5% | +143.3% | -75.8% | -4.8% |
| All | +67.5% | +148.3% | -80.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling