+612.2%
FCX vs NLY
+81.8%
+530.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -2.3% | -4.0% | +1.7% | +0.2% |
| 30D | +2.7% | -5.2% | +7.9% | +6.0% |
| 3M | +7.4% | +2.8% | +4.6% | +5.4% |
| 6M | +16.0% | +4.2% | +11.8% | +13.3% |
| YTD | +40.9% | +4.7% | +36.3% | +37.2% |
| 1Y | +56.4% | +12.7% | +43.7% | +45.6% |
| 3Y | +84.2% | +62.5% | +21.7% | +38.3% |
| 5Y | +114.6% | +26.3% | +88.3% | +83.5% |
| All | +612.2% | +81.8% | +530.4% | +501.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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