+141.3%
FCX vs FRSH
-72.5%
+213.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.3% | -6.6% | +4.3% | -1.2% |
| 30D | +2.7% | +2.1% | +0.6% | +1.9% |
| 3M | +7.4% | +29.0% | -21.6% | +1.3% |
| 6M | +16.0% | +48.6% | -32.6% | +5.6% |
| YTD | +40.9% | -2.9% | +43.9% | +38.6% |
| 1Y | +56.4% | -7.9% | +64.3% | +55.3% |
| 3Y | +84.2% | -46.5% | +130.7% | +99.1% |
| All | +141.3% | -72.5% | +213.8% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling