+427.6%
FCX vs NVT
+732.7%
-305.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.2% | +2.5% |
| 7D | +5.7% | +10.4% | -4.6% | -1.1% |
| 30D | +10.1% | -1.3% | +11.3% | +10.1% |
| 3M | +20.2% | -0.6% | +20.8% | +18.5% |
| 6M | +29.7% | +53.8% | -24.1% | -7.0% |
| YTD | +51.9% | +60.2% | -8.2% | +5.6% |
| 1Y | +66.0% | +76.8% | -10.8% | +6.4% |
| 3Y | +102.7% | +191.2% | -88.5% | -19.1% |
| 5Y | +138.9% | +430.9% | -292.1% | -43.2% |
| All | +427.6% | +732.7% | -305.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling