+90.4%
FCX vs NVD
-99.1%
+189.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.5% | -11.0% | -5.8% |
| 7D | -1.9% | +9.0% | -10.9% | -0.3% |
| 30D | +3.4% | -5.5% | +8.9% | +3.0% |
| 3M | +15.0% | -24.6% | +39.6% | +11.5% |
| 6M | +14.6% | -42.1% | +56.7% | +8.8% |
| YTD | +41.2% | -44.3% | +85.5% | +34.4% |
| 1Y | +60.4% | -54.2% | +114.6% | +50.8% |
| 3Y | +88.4% | -99.1% | +187.6% | +28.4% |
| All | +90.4% | -99.1% | +189.5% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling