+84.6%
FCX vs FRSH
-46.5%
+131.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.5% |
| 7D | -1.9% | -11.2% | +9.3% | -0.2% |
| 30D | +3.4% | -0.8% | +4.2% | +3.2% |
| 3M | +15.0% | +26.4% | -11.4% | +9.1% |
| 6M | +14.6% | +48.4% | -33.7% | +4.4% |
| YTD | +41.2% | -3.1% | +44.3% | +41.5% |
| 1Y | +60.4% | -8.7% | +69.1% | +63.0% |
| All | +84.6% | -46.5% | +131.1% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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