+158.8%
FCX vs FRSH
-72.4%
+231.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +3.1% | -9.6% | +12.7% | +4.9% |
| 30D | +8.1% | -0.4% | +8.5% | +7.8% |
| 3M | +18.9% | +27.2% | -8.3% | +12.4% |
| 6M | +26.6% | +42.2% | -15.6% | +16.2% |
| YTD | +51.2% | -2.6% | +53.8% | +48.6% |
| 1Y | +75.6% | -10.2% | +85.7% | +75.3% |
| 3Y | +101.7% | -45.5% | +147.2% | +117.3% |
| All | +158.8% | -72.4% | +231.2% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling