+60.3%
FCX vs FRMI
-93.1%
+153.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -10.6% | +11.9% | +2.7% |
| 7D | -6.0% | -39.7% | +33.7% | +0.1% |
| 30D | -13.6% | -55.2% | +41.6% | -4.9% |
| 3M | -6.8% | -71.2% | +64.4% | +8.0% |
| 6M | +13.2% | -64.1% | +77.3% | +25.1% |
| YTD | +24.4% | -77.2% | +101.7% | +44.1% |
| 1Y | +60.3% | -93.2% | +153.4% | +107.3% |
| All | +60.3% | -93.1% | +153.4% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling