+115.8%
FCX vs NYT
+38.8%
+77.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | +2.7% | +4.6% | -1.9% | +1.2% |
| 3M | +7.4% | -9.6% | +17.0% | +9.7% |
| 6M | +16.0% | -14.0% | +30.0% | +20.1% |
| YTD | +40.9% | -2.8% | +43.8% | +38.4% |
| 1Y | +56.4% | +15.6% | +40.8% | +42.7% |
| 3Y | +84.2% | +56.3% | +27.9% | +42.7% |
| All | +115.8% | +38.8% | +77.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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