+109.4%
FCX vs NVTS
-17.0%
+126.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | +3.1% | +3.5% | -0.4% | +2.7% |
| 30D | +8.1% | -11.9% | +20.0% | +9.3% |
| 3M | +18.9% | -49.2% | +68.2% | +26.0% |
| 6M | +26.6% | +38.4% | -11.8% | +19.8% |
| YTD | +51.2% | +62.5% | -11.3% | +39.8% |
| 1Y | +75.6% | +101.4% | -25.8% | +56.8% |
| 3Y | +101.7% | +40.4% | +61.3% | +77.5% |
| All | +109.4% | -17.0% | +126.4% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling