+51.8%
FCX vs NXT
+231.9%
-180.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | -0.8% | -5.7% | +5.0% | +0.6% |
| 30D | -15.1% | +18.5% | -33.6% | -18.4% |
| 3M | -9.6% | -4.1% | -5.5% | -9.5% |
| 6M | -3.1% | -20.3% | +17.3% | +0.1% |
| YTD | +23.4% | +15.5% | +8.0% | +17.6% |
| 1Y | +52.7% | -5.0% | +57.6% | +50.3% |
| 3Y | +91.4% | +191.6% | -100.3% | +43.5% |
| All | +51.8% | +231.9% | -180.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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