+724.2%
FCX vs NDAQ
+374.8%
+349.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +3.1% | -1.6% | +4.7% | +3.9% |
| 30D | +8.1% | -1.5% | +9.6% | +8.9% |
| 3M | +18.9% | +8.0% | +10.9% | +11.7% |
| 6M | +26.6% | +7.7% | +18.9% | +17.6% |
| YTD | +51.2% | -2.3% | +53.5% | +48.3% |
| 1Y | +75.6% | +0.6% | +75.0% | +68.7% |
| 3Y | +101.7% | +90.9% | +10.8% | +21.7% |
| 5Y | +134.6% | +52.5% | +82.2% | +62.2% |
| 10Y | +724.2% | +380.3% | +343.9% | +135.9% |
| All | +724.2% | +374.8% | +349.4% | +135.9% |
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