+1,285.3%
FCX vs NDAQ
+2,327.9%
-1,042.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.1% |
| 7D | -4.9% | -2.4% | -2.4% | -3.9% |
| 30D | +4.8% | +2.5% | +2.4% | +3.6% |
| 3M | +4.6% | +9.9% | -5.3% | -0.5% |
| 6M | +10.8% | +9.4% | +1.4% | +4.7% |
| YTD | +44.2% | +0.4% | +43.8% | +40.6% |
| 1Y | +59.6% | +4.0% | +55.5% | +53.2% |
| 3Y | +82.2% | +94.4% | -12.1% | +31.0% |
| 5Y | +115.6% | +56.7% | +58.9% | +69.4% |
| 10Y | +670.6% | +375.3% | +295.3% | +274.1% |
| All | +1,285.3% | +2,327.9% | -1,042.6% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling