+60.3%
FCX vs NVD
-27.4%
+87.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.1% | +3.1% |
| 7D | -6.0% | +15.0% | -21.0% | -2.2% |
| 30D | -13.6% | +39.3% | -52.9% | -5.0% |
| 3M | -6.8% | +3.1% | -9.9% | -4.2% |
| 6M | +13.2% | -19.0% | +32.1% | +13.2% |
| YTD | +24.4% | -35.5% | +59.9% | +19.6% |
| 1Y | +60.3% | -30.2% | +90.5% | +59.8% |
| All | +60.3% | -27.4% | +87.6% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling