+94.6%
FCX vs NDAQ
+117.2%
-22.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.4% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -15.2% | +15.9% | -31.1% | -19.9% |
| 3M | -10.3% | +15.1% | -25.4% | -15.1% |
| 6M | +1.6% | +22.9% | -21.3% | -7.5% |
| YTD | +23.9% | +12.8% | +11.0% | +17.2% |
| 1Y | +58.0% | +26.0% | +32.0% | +38.0% |
| 3Y | +94.6% | +119.7% | -25.1% | +19.8% |
| All | +94.6% | +117.2% | -22.7% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling