+84.6%
FCX vs NI
+69.0%
+15.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.4% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | +3.4% | -1.4% | +4.8% | +3.8% |
| 3M | +15.0% | -10.6% | +25.6% | +19.5% |
| 6M | +14.6% | -9.9% | +24.5% | +18.3% |
| YTD | +41.2% | +1.2% | +40.0% | +38.5% |
| 1Y | +60.4% | +4.4% | +56.0% | +54.5% |
| All | +84.6% | +69.0% | +15.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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