+330.3%
FCX vs NTR
+103.6%
+226.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +4.3% |
| 7D | +5.7% | +3.8% | +1.9% | +3.1% |
| 30D | +10.1% | +25.2% | -15.2% | -5.7% |
| 3M | +20.2% | +21.0% | -0.8% | +4.6% |
| 6M | +29.7% | +7.6% | +22.1% | +19.1% |
| YTD | +51.9% | +32.9% | +19.1% | +19.1% |
| 1Y | +66.0% | +43.1% | +22.9% | +21.4% |
| 3Y | +102.7% | +41.6% | +61.2% | +44.5% |
| 5Y | +138.9% | +54.8% | +84.1% | +37.4% |
| All | +330.3% | +103.6% | +226.7% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling