+612.2%
FCX vs NTRA
+3,199.2%
-2,587.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | +2.7% | +4.1% | -1.4% | +1.8% |
| 3M | +7.4% | +50.0% | -42.6% | -2.9% |
| 6M | +16.0% | +67.3% | -51.3% | +1.6% |
| YTD | +40.9% | +43.6% | -2.7% | +27.5% |
| 1Y | +56.4% | +89.2% | -32.8% | +33.0% |
| 3Y | +84.2% | +502.5% | -418.3% | +18.0% |
| 5Y | +114.6% | +173.8% | -59.1% | +50.2% |
| All | +612.2% | +3,199.2% | -2,587.0% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling