+72.2%
FCX vs FTV
+16.7%
+55.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.9% |
| 7D | -2.4% | +1.4% | -3.7% | -3.2% |
| 30D | -18.0% | +18.3% | -36.3% | -27.2% |
| 3M | -14.3% | +9.8% | -24.1% | -19.9% |
| 6M | -1.7% | +12.3% | -14.1% | -10.3% |
| YTD | +19.8% | +23.1% | -3.2% | -0.1% |
| 1Y | +48.6% | +32.5% | +16.1% | +16.4% |
| 3Y | +85.8% | +38.3% | +47.5% | +38.1% |
| 5Y | +72.2% | +16.8% | +55.4% | +32.5% |
| All | +72.2% | +16.7% | +55.6% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling