+957.0%
FCX vs NTAP
+23,420.6%
-22,463.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | -0.8% | -4.1% | -4.7% |
| 30D | +4.8% | -0.5% | +5.4% | +4.7% |
| 3M | +4.6% | +4.1% | +0.5% | +3.6% |
| 6M | +10.8% | +88.0% | -77.1% | -2.9% |
| YTD | +44.2% | +75.6% | -31.4% | +27.6% |
| 1Y | +59.6% | +58.9% | +0.7% | +43.9% |
| 3Y | +82.2% | +153.6% | -71.3% | +49.3% |
| 5Y | +115.6% | +127.6% | -12.0% | +80.6% |
| 10Y | +670.6% | +580.4% | +90.2% | +436.8% |
| All | +957.0% | +23,420.6% | -22,463.7% | +450.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling