+373.5%
FCX vs NDAQ
+471.8%
-98.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.3% | +1.3% | -1.6% | -1.1% |
| 30D | -14.7% | +18.0% | -32.7% | -23.4% |
| 3M | -11.2% | +11.5% | -22.7% | -17.5% |
| 6M | -11.4% | +21.1% | -32.5% | -23.1% |
| YTD | +17.7% | +12.8% | +4.9% | +5.1% |
| 1Y | +47.5% | +25.7% | +21.8% | +21.9% |
| 3Y | +83.9% | +116.8% | -32.9% | +2.8% |
| 5Y | +54.0% | +67.3% | -13.3% | +1.2% |
| All | +373.5% | +471.8% | -98.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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