+90.2%
FCX vs NVDL
+2,476.2%
-2,386.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.3% | -10.3% | +8.0% | -0.6% |
| 30D | +2.7% | -7.1% | +9.8% | +3.4% |
| 3M | +7.4% | +6.6% | +0.8% | +5.3% |
| 6M | +16.0% | +21.1% | -5.0% | +11.2% |
| YTD | +40.9% | +15.2% | +25.7% | +35.3% |
| 1Y | +56.4% | +18.8% | +37.6% | +48.7% |
| 3Y | +84.2% | +649.9% | -565.7% | +32.6% |
| All | +90.2% | +2,476.2% | -2,386.0% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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