+115.0%
FCX vs FOXA
+90.4%
+24.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -7.4% |
| 7D | -1.9% | -3.7% | +1.9% | -0.4% |
| 30D | +3.4% | +5.4% | -2.0% | +0.8% |
| 3M | +15.0% | -3.7% | +18.7% | +15.1% |
| 6M | +14.6% | +12.6% | +2.1% | +5.6% |
| YTD | +41.2% | -10.0% | +51.2% | +45.3% |
| 1Y | +60.4% | +15.0% | +45.3% | +43.7% |
| 3Y | +88.4% | +115.1% | -26.7% | +18.1% |
| 5Y | +115.0% | +93.0% | +22.0% | +28.8% |
| All | +115.0% | +90.4% | +24.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling