+97.6%
FCX vs NVT
+184.0%
-86.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.7% |
| 7D | +3.1% | +7.0% | -3.9% | -0.3% |
| 30D | +8.1% | -2.3% | +10.4% | +8.8% |
| 3M | +18.9% | -3.1% | +22.0% | +19.5% |
| 6M | +26.6% | +47.0% | -20.4% | +2.8% |
| YTD | +51.2% | +56.2% | -5.0% | +19.3% |
| 1Y | +75.6% | +74.5% | +1.0% | +30.5% |
| All | +97.6% | +184.0% | -86.4% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling