+992.2%
FCX vs NTRS
+3,408.3%
-2,416.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.4% | -7.9% | -7.3% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | +3.4% | +0.2% | +3.2% | +3.1% |
| 3M | +15.0% | +13.2% | +1.8% | +7.5% |
| 6M | +14.6% | +36.9% | -22.3% | -3.1% |
| YTD | +41.2% | +39.1% | +2.1% | +17.9% |
| 1Y | +60.4% | +50.4% | +9.9% | +28.6% |
| 3Y | +88.4% | +166.8% | -78.4% | +10.4% |
| 5Y | +115.0% | +92.9% | +22.2% | +47.1% |
| 10Y | +669.9% | +255.7% | +414.2% | +301.6% |
| All | +992.2% | +3,408.3% | -2,416.1% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling