+115.8%
FCX vs NTRS
+93.2%
+22.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -2.3% | +1.4% | -3.7% | -3.2% |
| 30D | +2.7% | -0.7% | +3.3% | +2.9% |
| 3M | +7.4% | +11.3% | -3.9% | +0.1% |
| 6M | +16.0% | +35.5% | -19.5% | -4.5% |
| YTD | +40.9% | +40.6% | +0.3% | +12.7% |
| 1Y | +56.4% | +49.2% | +7.2% | +20.5% |
| 3Y | +84.2% | +167.2% | -83.0% | -4.8% |
| All | +115.8% | +93.2% | +22.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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