+90.0%
FCX vs NVD
-99.1%
+189.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -2.3% | +10.8% | -13.1% | -0.5% |
| 30D | +2.7% | +0.8% | +1.9% | +3.3% |
| 3M | +7.4% | -20.8% | +28.2% | +4.9% |
| 6M | +16.0% | -41.2% | +57.2% | +10.4% |
| YTD | +40.9% | -44.2% | +85.1% | +34.2% |
| 1Y | +56.4% | -54.2% | +110.6% | +47.2% |
| 3Y | +84.2% | -99.1% | +183.3% | +25.2% |
| All | +90.0% | -99.1% | +189.1% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling