+431.3%
FCX vs FND
+68.8%
+362.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | -0.8% | -4.4% | +3.6% | +1.0% |
| 30D | -15.1% | +14.5% | -29.6% | -19.6% |
| 3M | -9.6% | -15.6% | +6.0% | -4.7% |
| 6M | -3.1% | +4.7% | -7.8% | -7.1% |
| YTD | +23.4% | -16.1% | +39.6% | +27.0% |
| 1Y | +52.7% | -16.0% | +68.7% | +56.7% |
| 3Y | +91.4% | -35.5% | +126.9% | +106.8% |
| 5Y | +62.7% | -60.5% | +123.2% | +99.1% |
| All | +431.3% | +68.8% | +362.5% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling