+84.6%
FCX vs NTR
+37.3%
+47.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.5% | -4.1% | -5.6% |
| 7D | -1.9% | -2.5% | +0.6% | -0.9% |
| 30D | +3.4% | +17.0% | -13.6% | -2.6% |
| 3M | +15.0% | +22.2% | -7.2% | +6.0% |
| 6M | +14.6% | +5.2% | +9.5% | +10.4% |
| YTD | +41.2% | +29.7% | +11.5% | +22.3% |
| 1Y | +60.4% | +39.4% | +21.0% | +32.7% |
| All | +84.6% | +37.3% | +47.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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