+134.6%
FCX vs FTI
+1,177.2%
-1,042.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +3.1% | -2.3% | +5.4% | +4.1% |
| 30D | +8.1% | +5.0% | +3.1% | +5.5% |
| 3M | +18.9% | +13.8% | +5.1% | +11.3% |
| 6M | +26.6% | +22.9% | +3.7% | +13.7% |
| YTD | +51.2% | +75.0% | -23.8% | +16.1% |
| 1Y | +75.6% | +96.9% | -21.3% | +27.2% |
| 3Y | +101.7% | +276.7% | -175.0% | +6.1% |
| 5Y | +134.6% | +1,157.0% | -1,022.4% | -39.7% |
| All | +134.6% | +1,177.2% | -1,042.6% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling