-11.4%
FCX vs NVTS
-57.0%
+45.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | -0.4% |
| 7D | -0.3% | +3.9% | -4.3% | -1.3% |
| 30D | -14.7% | -4.3% | -10.4% | -14.4% |
| 3M | -11.2% | -34.5% | +23.3% | -3.0% |
| 6M | -11.4% | -57.7% | +46.3% | +2.3% |
| All | -11.4% | -57.0% | +45.6% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling