+138.9%
FCX vs NTAP
+135.7%
+3.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.5% |
| 7D | +5.7% | +3.3% | +2.5% | +4.3% |
| 30D | +10.1% | -0.2% | +10.3% | +9.7% |
| 3M | +20.2% | +11.4% | +8.8% | +13.6% |
| 6M | +29.7% | +88.7% | -59.0% | -7.3% |
| YTD | +51.9% | +78.9% | -27.0% | +10.7% |
| 1Y | +66.0% | +58.8% | +7.2% | +28.8% |
| 3Y | +102.7% | +153.5% | -50.8% | +11.2% |
| 5Y | +138.9% | +136.7% | +2.1% | +29.6% |
| All | +138.9% | +135.7% | +3.2% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling