+44.8%
FCX vs NXT
+213.5%
-168.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -0.3% | -9.4% | +9.1% | +1.8% |
| 30D | -14.7% | +15.1% | -29.8% | -17.6% |
| 3M | -11.2% | -9.1% | -2.1% | -10.0% |
| 6M | -11.4% | -30.3% | +18.9% | -5.9% |
| YTD | +17.7% | +9.1% | +8.6% | +13.5% |
| 1Y | +47.5% | +7.9% | +39.6% | +42.3% |
| 3Y | +83.9% | +176.5% | -92.6% | +39.4% |
| All | +44.8% | +213.5% | -168.7% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling