+406.7%
FCX vs FND
+57.9%
+348.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | -0.3% | -6.8% | +6.5% | +2.4% |
| 30D | -14.7% | +8.0% | -22.7% | -17.6% |
| 3M | -11.2% | -18.9% | +7.8% | -5.0% |
| 6M | -11.4% | +4.7% | -16.1% | -15.1% |
| YTD | +17.7% | -21.6% | +39.3% | +24.2% |
| 1Y | +47.5% | -22.0% | +69.5% | +55.6% |
| 3Y | +83.9% | -40.4% | +124.3% | +104.7% |
| 5Y | +54.0% | -63.8% | +117.7% | +94.6% |
| All | +406.7% | +57.9% | +348.8% | +303.5% |
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