+92.8%
FCX vs FTI
+208.1%
-115.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.4% |
| 7D | -0.8% | +1.4% | -2.1% | -1.3% |
| 30D | -15.1% | -6.3% | -8.8% | -12.8% |
| 3M | -9.6% | -13.1% | +3.5% | -4.4% |
| 6M | -3.1% | -8.0% | +4.9% | -0.9% |
| YTD | +23.4% | +47.1% | -23.6% | +0.5% |
| 1Y | +52.7% | +50.7% | +2.0% | +22.8% |
| All | +92.8% | +208.1% | -115.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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