+97.6%
FCX vs FTV
-3.3%
+100.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +3.1% | -1.3% | +4.4% | +3.8% |
| 30D | +8.1% | -9.5% | +17.6% | +14.8% |
| 3M | +18.9% | -10.9% | +29.8% | +26.9% |
| 6M | +26.6% | -0.6% | +27.2% | +25.5% |
| YTD | +51.2% | +1.4% | +49.7% | +45.2% |
| 1Y | +75.6% | +17.6% | +57.9% | +49.6% |
| All | +97.6% | -3.3% | +100.9% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling