+56.4%
FCX vs NVTS
+105.1%
-48.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.8% |
| 7D | -2.3% | -1.4% | -0.8% | -2.1% |
| 30D | +2.7% | -16.5% | +19.2% | +5.2% |
| 3M | +7.4% | -47.6% | +55.0% | +15.8% |
| 6M | +16.0% | +7.3% | +8.7% | +11.9% |
| YTD | +40.9% | +62.9% | -22.0% | +28.2% |
| 1Y | +56.4% | +91.3% | -34.8% | +34.4% |
| All | +56.4% | +105.1% | -48.7% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling