+115.8%
FCX vs NVT
+419.5%
-303.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -2.8% |
| 7D | -2.3% | +4.1% | -6.4% | -4.5% |
| 30D | +2.7% | -5.1% | +7.8% | +5.2% |
| 3M | +7.4% | -1.2% | +8.6% | +6.6% |
| 6M | +16.0% | +46.6% | -30.6% | -9.1% |
| YTD | +40.9% | +60.0% | -19.1% | +4.8% |
| 1Y | +56.4% | +70.8% | -14.4% | +11.1% |
| 3Y | +84.2% | +187.5% | -103.3% | -15.3% |
| All | +115.8% | +419.5% | -303.8% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling