+102.7%
FCX vs FND
-49.6%
+152.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +9.9% | +6.9% |
| 7D | +5.7% | +0.4% | +5.3% | +5.4% |
| 30D | +10.1% | -23.6% | +33.6% | +19.8% |
| 3M | +20.2% | +4.3% | +15.8% | +16.2% |
| 6M | +29.7% | -20.3% | +50.0% | +37.2% |
| YTD | +51.9% | -21.3% | +73.2% | +60.0% |
| 1Y | +66.0% | -45.4% | +111.3% | +98.9% |
| 3Y | +102.7% | -48.9% | +151.6% | +130.7% |
| All | +102.7% | -49.6% | +152.3% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling