+1,015.5%
FCX vs NSC
+2,725.9%
-1,710.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -4.9% | -5.5% | +0.6% | -1.5% |
| 30D | +4.8% | -3.2% | +8.0% | +7.0% |
| 3M | +4.6% | +7.7% | -3.1% | -0.5% |
| 6M | +10.8% | +4.5% | +6.3% | +6.2% |
| YTD | +44.2% | +15.6% | +28.7% | +29.4% |
| 1Y | +59.6% | +19.8% | +39.7% | +39.8% |
| 3Y | +82.2% | +70.1% | +12.1% | +25.0% |
| 5Y | +115.6% | +46.1% | +69.5% | +62.6% |
| 10Y | +670.6% | +328.1% | +342.5% | +222.2% |
| All | +1,015.5% | +2,725.9% | -1,710.4% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling