+810.5%
FCX vs NEM
+311.2%
+499.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.3% | -6.4% | +6.1% | +3.4% |
| 30D | -14.7% | +1.4% | -16.1% | -15.8% |
| 3M | -11.2% | -0.7% | -10.5% | -11.4% |
| 6M | -11.4% | -4.5% | -6.9% | -9.7% |
| YTD | +17.7% | +14.0% | +3.7% | +8.2% |
| 1Y | +47.5% | +27.3% | +20.2% | +27.2% |
| 3Y | +83.9% | +250.5% | -166.6% | -12.8% |
| 5Y | +54.0% | +121.1% | -67.1% | -9.3% |
| 10Y | +372.9% | +358.3% | +14.6% | +72.5% |
| All | +810.5% | +311.2% | +499.3% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling