+383.2%
FCX vs NTAP
+600.9%
-217.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.5% |
| 7D | +4.4% | +9.9% | -5.5% | -0.2% |
| 30D | -16.3% | -22.1% | +5.8% | -6.2% |
| 3M | -12.5% | -7.7% | -4.8% | -10.4% |
| 6M | -8.0% | +60.9% | -69.0% | -31.1% |
| YTD | +20.1% | +76.4% | -56.3% | -15.6% |
| 1Y | +45.9% | +69.3% | -23.4% | +4.7% |
| 3Y | +86.2% | +154.6% | -68.4% | +0.8% |
| 5Y | +57.1% | +131.4% | -74.3% | -11.7% |
| All | +383.2% | +600.9% | -217.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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