+634.2%
FCX vs NET
+1,449.6%
-815.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | -4.9% | -7.0% | +2.1% | -3.7% |
| 30D | +4.8% | -4.8% | +9.6% | +5.4% |
| 3M | +4.6% | +3.8% | +0.8% | +3.3% |
| 6M | +10.8% | +50.0% | -39.2% | +0.2% |
| YTD | +44.2% | +41.5% | +2.7% | +30.7% |
| 1Y | +59.6% | +32.8% | +26.7% | +46.0% |
| 3Y | +82.2% | +335.9% | -253.6% | +29.4% |
| 5Y | +115.6% | +113.8% | +1.8% | +55.3% |
| All | +634.2% | +1,449.6% | -815.4% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling