+85.3%
FCX vs NET
+339.9%
-254.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | -4.9% | -7.0% | +2.1% | -3.6% |
| 30D | +4.8% | -4.8% | +9.6% | +5.4% |
| 3M | +4.6% | +3.8% | +0.8% | +3.1% |
| 6M | +10.8% | +50.0% | -39.2% | -1.4% |
| YTD | +44.2% | +41.5% | +2.7% | +28.8% |
| 1Y | +59.6% | +32.8% | +26.7% | +44.3% |
| All | +85.3% | +339.9% | -254.6% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling