+56.4%
FCX vs NEM
+64.8%
-8.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -2.3% | -1.0% | -1.3% | -1.7% |
| 30D | +2.7% | +7.8% | -5.2% | -2.0% |
| 3M | +7.4% | +30.2% | -22.8% | -8.7% |
| 6M | +16.0% | +9.6% | +6.4% | +7.7% |
| YTD | +40.9% | +27.8% | +13.1% | +23.0% |
| 1Y | +56.4% | +60.7% | -4.3% | +18.1% |
| All | +56.4% | +64.8% | -8.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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