+1,582.7%
FCX vs FTI
+2,165.1%
-582.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.9% | +5.3% | -10.1% | -7.8% |
| 30D | +4.8% | +15.3% | -10.5% | -4.2% |
| 3M | +4.6% | +15.8% | -11.2% | -5.3% |
| 6M | +10.8% | +22.6% | -11.8% | -3.9% |
| YTD | +44.2% | +79.5% | -35.3% | -0.7% |
| 1Y | +59.6% | +102.0% | -42.5% | +1.3% |
| 3Y | +82.2% | +315.8% | -233.6% | -29.7% |
| 5Y | +115.6% | +1,129.5% | -1,013.9% | -62.2% |
| 10Y | +670.6% | +320.9% | +349.6% | +103.3% |
| All | +1,582.7% | +2,165.1% | -582.5% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling