+97.6%
FCX vs FOXA
+110.7%
-13.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +3.1% | -5.4% | +8.5% | +4.9% |
| 30D | +8.1% | +1.1% | +7.0% | +7.5% |
| 3M | +18.9% | -6.1% | +25.0% | +20.8% |
| 6M | +26.6% | +8.2% | +18.4% | +20.0% |
| YTD | +51.2% | -11.8% | +62.9% | +58.1% |
| 1Y | +75.6% | +9.9% | +65.6% | +62.2% |
| All | +97.6% | +110.7% | -13.2% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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