+506.5%
FCX vs FND
+56.5%
+450.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -2.3% | -5.8% | +3.5% | -0.2% |
| 30D | +2.7% | -20.2% | +22.9% | +11.3% |
| 3M | +7.4% | -12.0% | +19.3% | +10.9% |
| 6M | +16.0% | -18.5% | +34.5% | +22.4% |
| YTD | +40.9% | -22.3% | +63.2% | +50.2% |
| 1Y | +56.4% | -47.6% | +104.1% | +93.1% |
| 3Y | +84.2% | -49.8% | +134.0% | +119.8% |
| 5Y | +114.6% | -63.0% | +177.6% | +169.8% |
| All | +506.5% | +56.5% | +450.0% | +388.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling