+102.7%
FCX vs NXT
+100.2%
+2.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +5.1% |
| 7D | +5.7% | +2.9% | +2.9% | +5.1% |
| 30D | +10.1% | -17.2% | +27.3% | +14.5% |
| 3M | +20.2% | -32.0% | +52.2% | +29.8% |
| 6M | +29.7% | -15.8% | +45.4% | +32.9% |
| YTD | +51.9% | -1.9% | +53.8% | +50.7% |
| 1Y | +66.0% | +22.5% | +43.5% | +56.6% |
| 3Y | +102.7% | +100.5% | +2.2% | +61.8% |
| All | +102.7% | +100.2% | +2.6% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling