+62.7%
FCX vs FND
-60.6%
+123.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | -0.8% | -4.4% | +3.6% | +0.8% |
| 30D | -15.1% | +14.5% | -29.6% | -19.1% |
| 3M | -9.6% | -15.6% | +6.0% | -5.1% |
| 6M | -3.1% | +4.7% | -7.8% | -6.7% |
| YTD | +23.4% | -16.1% | +39.6% | +26.9% |
| 1Y | +52.7% | -16.0% | +68.7% | +56.5% |
| 3Y | +91.4% | -35.5% | +126.9% | +105.9% |
| 5Y | +62.7% | -60.5% | +123.2% | +89.5% |
| All | +62.7% | -60.6% | +123.4% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling