+50.5%
FCX vs NDAQ
+24.7%
+25.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.7% |
| 7D | +4.4% | +1.7% | +2.7% | +4.5% |
| 30D | -16.3% | +16.2% | -32.6% | -15.4% |
| 3M | -12.5% | +14.0% | -26.4% | -11.6% |
| 6M | -8.0% | +22.3% | -30.3% | -7.1% |
| YTD | +20.1% | +13.0% | +7.1% | +18.7% |
| All | +50.5% | +24.7% | +25.8% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling