+539.1%
FCX vs FTV
+126.9%
+412.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -4.1% |
| 7D | -2.4% | +1.4% | -3.7% | -3.4% |
| 30D | -18.0% | +18.3% | -36.3% | -29.2% |
| 3M | -14.3% | +9.8% | -24.1% | -21.3% |
| 6M | -1.7% | +12.3% | -14.1% | -12.3% |
| YTD | +19.8% | +23.1% | -3.2% | -4.3% |
| 1Y | +48.6% | +32.5% | +16.1% | +10.7% |
| 3Y | +85.8% | +38.3% | +47.5% | +30.4% |
| 5Y | +72.2% | +16.8% | +55.4% | +39.3% |
| 10Y | +386.3% | +106.6% | +279.7% | +126.8% |
| All | +539.1% | +126.9% | +412.2% | +186.3% |
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 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