+383.2%
FCX vs FTV
+109.0%
+274.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +4.4% | +3.7% | +0.7% | +1.2% |
| 30D | -16.3% | +16.8% | -33.2% | -27.0% |
| 3M | -12.5% | +10.4% | -22.9% | -20.0% |
| 6M | -8.0% | +12.8% | -20.9% | -18.3% |
| YTD | +20.1% | +23.3% | -3.2% | -4.3% |
| 1Y | +45.9% | +31.0% | +14.9% | +9.7% |
| 3Y | +86.2% | +38.6% | +47.7% | +30.2% |
| 5Y | +57.1% | +17.6% | +39.5% | +26.3% |
| All | +383.2% | +109.0% | +274.2% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling