+669.1%
FCX vs FTV
+90.8%
+578.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.1% |
| 7D | -4.9% | -4.5% | -0.4% | -1.0% |
| 30D | +4.8% | -7.1% | +11.9% | +11.6% |
| 3M | +4.6% | -7.2% | +11.8% | +10.4% |
| 6M | +10.8% | -1.5% | +12.3% | +10.6% |
| YTD | +44.2% | +3.5% | +40.7% | +34.2% |
| 1Y | +59.6% | +20.3% | +39.2% | +28.8% |
| 3Y | +82.2% | -3.1% | +85.4% | +76.5% |
| 5Y | +115.6% | +2.3% | +113.3% | +94.9% |
| 10Y | +670.6% | +76.3% | +594.2% | +311.1% |
| All | +669.1% | +90.8% | +578.3% | +301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling