+520.7%
FCX vs FND
+66.0%
+454.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | -4.9% | -5.2% | +0.4% | -3.0% |
| 30D | +4.8% | -19.9% | +24.7% | +13.3% |
| 3M | +4.6% | +2.7% | +1.9% | +2.0% |
| 6M | +10.8% | -21.7% | +32.5% | +18.9% |
| YTD | +44.2% | -17.5% | +61.7% | +50.5% |
| 1Y | +59.6% | -39.3% | +98.9% | +86.2% |
| 3Y | +82.2% | -49.8% | +132.0% | +117.9% |
| 5Y | +115.6% | -60.1% | +175.7% | +163.9% |
| All | +520.7% | +66.0% | +454.7% | +389.1% |
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