+47.5%
FCX vs FND
-24.7%
+72.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | -0.3% | -6.8% | +6.5% | +1.5% |
| 30D | -14.7% | +8.0% | -22.7% | -16.3% |
| 3M | -11.2% | -18.9% | +7.8% | -6.2% |
| 6M | -11.4% | +4.7% | -16.1% | -14.3% |
| YTD | +17.7% | -21.6% | +39.3% | +20.9% |
| 1Y | +47.5% | -22.0% | +69.5% | +51.5% |
| All | +47.5% | -24.7% | +72.2% | +51.5% |
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 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