+563.3%
FCX vs FOXA
+90.3%
+473.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.5% |
| 7D | +5.7% | -0.6% | +6.4% | +6.0% |
| 30D | +10.1% | +2.3% | +7.7% | +8.3% |
| 3M | +20.2% | -2.8% | +23.0% | +19.0% |
| 6M | +29.7% | +9.6% | +20.1% | +19.0% |
| YTD | +51.9% | -9.9% | +61.8% | +55.3% |
| 1Y | +66.0% | +5.4% | +60.6% | +53.7% |
| 3Y | +102.7% | +115.3% | -12.5% | +19.1% |
| 5Y | +138.9% | +93.1% | +45.8% | +46.2% |
| All | +563.3% | +90.3% | +473.0% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling