+115.0%
FCX vs NEM
+153.1%
-38.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -5.5% |
| 7D | -1.9% | -3.3% | +1.4% | 0.0% |
| 30D | +3.4% | +7.8% | -4.4% | -0.9% |
| 3M | +15.0% | +36.3% | -21.3% | -2.9% |
| 6M | +14.6% | +6.6% | +8.1% | +9.9% |
| YTD | +41.2% | +27.1% | +14.1% | +23.3% |
| 1Y | +60.4% | +62.3% | -2.0% | +21.8% |
| 3Y | +88.4% | +245.1% | -156.6% | -7.1% |
| 5Y | +115.0% | +154.0% | -38.9% | +29.0% |
| All | +115.0% | +153.1% | -38.0% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling