+105.1%
FCX vs NVDL
+2,657.6%
-2,552.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.0% | +9.4% | +6.0% |
| 7D | +5.7% | +7.3% | -1.6% | +4.5% |
| 30D | +10.1% | -0.7% | +10.7% | +9.6% |
| 3M | +20.2% | +9.5% | +10.7% | +17.4% |
| 6M | +29.7% | +41.6% | -11.9% | +21.4% |
| YTD | +51.9% | +23.3% | +28.6% | +44.2% |
| 1Y | +66.0% | +40.3% | +25.7% | +53.9% |
| 3Y | +102.7% | +692.2% | -589.4% | +44.5% |
| All | +105.1% | +2,657.6% | -2,552.5% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling