+95.2%
FCX vs NVTS
-16.8%
+112.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.6% |
| 7D | -2.3% | -1.4% | -0.8% | -2.1% |
| 30D | +2.7% | -16.5% | +19.2% | +4.4% |
| 3M | +7.4% | -47.6% | +55.0% | +13.5% |
| 6M | +16.0% | +7.3% | +8.7% | +12.7% |
| YTD | +40.9% | +62.9% | -22.0% | +30.3% |
| 1Y | +56.4% | +91.3% | -34.8% | +40.3% |
| 3Y | +84.2% | +43.4% | +40.8% | +61.5% |
| All | +95.2% | -16.8% | +112.0% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling