+102.7%
FCX vs NTAP
+153.4%
-50.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.8% |
| 7D | +5.7% | +3.3% | +2.5% | +4.7% |
| 30D | +10.1% | -0.2% | +10.3% | +9.8% |
| 3M | +20.2% | +11.4% | +8.8% | +15.3% |
| 6M | +29.7% | +88.7% | -59.0% | +1.3% |
| YTD | +51.9% | +78.9% | -27.0% | +20.6% |
| 1Y | +66.0% | +58.8% | +7.2% | +38.6% |
| 3Y | +102.7% | +153.5% | -50.8% | +42.4% |
| All | +102.7% | +153.4% | -50.7% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling