+533.3%
FCX vs NET
+1,381.0%
-847.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.8% |
| 7D | -6.0% | -16.4% | +10.4% | -3.0% |
| 30D | -13.6% | -25.8% | +12.3% | -8.9% |
| 3M | -6.8% | -11.5% | +4.7% | -5.5% |
| 6M | +13.2% | +18.9% | -5.8% | +7.3% |
| YTD | +24.4% | +35.2% | -10.8% | +13.1% |
| 1Y | +60.3% | +14.5% | +45.8% | +50.4% |
| 3Y | +84.8% | +313.8% | -229.0% | +32.2% |
| 5Y | +81.3% | +32.6% | +48.7% | +40.5% |
| All | +533.3% | +1,381.0% | -847.7% | +229.9% |
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