+1,075.1%
FCX vs NI
+2,156.8%
-1,081.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.1% | +4.7% |
| 7D | +5.7% | +2.3% | +3.4% | +4.5% |
| 30D | +10.1% | -1.7% | +11.7% | +10.8% |
| 3M | +20.2% | -8.0% | +28.2% | +25.1% |
| 6M | +29.7% | -8.6% | +38.3% | +34.7% |
| YTD | +51.9% | +2.3% | +49.6% | +48.5% |
| 1Y | +66.0% | +6.9% | +59.0% | +57.7% |
| 3Y | +102.7% | +70.6% | +32.2% | +48.0% |
| 5Y | +138.9% | +96.4% | +42.5% | +59.9% |
| 10Y | +701.1% | +136.1% | +564.9% | +354.8% |
| All | +1,075.1% | +2,156.8% | -1,081.6% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling