+99.8%
FCX vs NVTS
-15.6%
+115.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | -0.4% |
| 7D | -4.9% | +2.7% | -7.6% | -5.1% |
| 30D | +4.8% | -4.5% | +9.3% | +5.1% |
| 3M | +4.6% | -61.5% | +66.1% | +13.7% |
| 6M | +10.8% | +28.0% | -17.2% | +5.6% |
| YTD | +44.2% | +65.3% | -21.0% | +33.2% |
| 1Y | +59.6% | +113.0% | -53.4% | +41.7% |
| 3Y | +82.2% | +34.7% | +47.5% | +61.9% |
| All | +99.8% | -15.6% | +115.3% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling