+60.3%
FCX vs FND
-10.3%
+70.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.6% | -1.3% |
| 7D | -6.0% | +12.3% | -18.3% | -8.7% |
| 30D | -13.6% | +14.7% | -28.3% | -16.6% |
| 3M | -6.8% | -12.0% | +5.2% | -3.5% |
| 6M | +13.2% | +10.8% | +2.4% | +7.5% |
| YTD | +24.4% | -12.3% | +36.7% | +23.8% |
| 1Y | +60.3% | -13.4% | +73.7% | +59.7% |
| All | +60.3% | -10.3% | +70.5% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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