+102.7%
FCX vs NEM
+249.7%
-147.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.8% |
| 7D | +5.7% | +3.9% | +1.9% | +3.3% |
| 30D | +10.1% | +12.7% | -2.7% | +2.8% |
| 3M | +20.2% | +28.7% | -8.5% | +4.2% |
| 6M | +29.7% | +9.8% | +19.9% | +21.9% |
| YTD | +51.9% | +28.1% | +23.8% | +31.9% |
| 1Y | +66.0% | +69.3% | -3.4% | +23.4% |
| 3Y | +102.7% | +247.7% | -144.9% | +0.7% |
| All | +102.7% | +249.7% | -147.0% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling