+63.1%
FCX vs NVTS
-36.0%
+99.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -1.3% |
| 7D | -0.3% | +3.9% | -4.3% | -0.7% |
| 30D | -14.7% | -4.3% | -10.4% | -14.6% |
| 3M | -11.2% | -34.5% | +23.3% | -7.8% |
| 6M | -11.4% | -57.7% | +46.3% | -5.2% |
| YTD | +17.7% | +25.4% | -7.6% | +11.3% |
| 1Y | +47.5% | +13.1% | +34.3% | +40.5% |
| 3Y | +83.9% | +48.9% | +35.0% | +55.9% |
| 5Y | +54.0% | -51.8% | +105.7% | +31.2% |
| All | +63.1% | -36.0% | +99.0% | +28.8% |
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