+373.5%
FCX vs NSC
+296.2%
+77.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.8% |
| 7D | -0.3% | +2.5% | -2.8% | -2.1% |
| 30D | -14.7% | +1.7% | -16.4% | -16.0% |
| 3M | -11.2% | -2.6% | -8.6% | -9.6% |
| 6M | -11.4% | +6.4% | -17.8% | -17.0% |
| YTD | +17.7% | +15.5% | +2.2% | +1.7% |
| 1Y | +47.5% | +17.6% | +29.9% | +25.4% |
| 3Y | +83.9% | +75.0% | +8.9% | +6.0% |
| 5Y | +54.0% | +32.2% | +21.8% | +12.2% |
| All | +373.5% | +296.2% | +77.3% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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