+1,273.5%
FCX vs FTI
+1,779.9%
-506.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -3.2% |
| 7D | -0.3% | +4.3% | -4.6% | -2.8% |
| 30D | -14.7% | -4.7% | -10.1% | -12.6% |
| 3M | -11.2% | -13.5% | +2.4% | -3.9% |
| 6M | -11.4% | -8.7% | -2.7% | -8.3% |
| YTD | +17.7% | +49.0% | -31.3% | -9.9% |
| 1Y | +47.5% | +54.0% | -6.5% | +10.5% |
| 3Y | +83.9% | +211.6% | -127.7% | -15.2% |
| 5Y | +54.0% | +881.9% | -827.9% | -69.0% |
| 10Y | +372.9% | +188.1% | +184.8% | +59.5% |
| All | +1,273.5% | +1,779.9% | -506.3% | +67.8% |
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