+55.4%
FCX vs FOXA
+76.9%
-21.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -3.6% |
| 7D | -0.3% | +2.7% | -3.0% | -1.3% |
| 30D | -14.7% | +10.0% | -24.7% | -18.1% |
| 3M | -11.2% | +5.0% | -16.2% | -13.5% |
| 6M | -11.4% | +3.4% | -14.8% | -14.6% |
| YTD | +17.7% | -5.5% | +23.2% | +18.3% |
| 1Y | +47.5% | +5.5% | +42.0% | +39.6% |
| 3Y | +83.9% | +139.3% | -55.4% | +9.5% |
| All | +55.4% | +76.9% | -21.6% | +9.8% |
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