+125.2%
FCX vs NVDX
+833.4%
-708.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.9% | +9.3% | +6.0% |
| 7D | +5.7% | +7.3% | -1.6% | +4.4% |
| 30D | +10.1% | -0.9% | +11.0% | +9.6% |
| 3M | +20.2% | +8.4% | +11.8% | +17.4% |
| 6M | +29.7% | +38.2% | -8.5% | +21.4% |
| YTD | +51.9% | +19.3% | +32.7% | +44.5% |
| 1Y | +66.0% | +33.3% | +32.7% | +54.4% |
| All | +125.2% | +833.4% | -708.2% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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