+324.7%
FCX vs REPL
+37.4%
+287.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.7% |
| 7D | +4.4% | +9.8% | -5.4% | +3.9% |
| 30D | -16.3% | +81.5% | -97.9% | -18.9% |
| 3M | -12.5% | +44.2% | -56.7% | -14.3% |
| 6M | -8.0% | +437.4% | -445.4% | -19.4% |
| YTD | +20.1% | +126.1% | -106.0% | +6.6% |
| 1Y | +45.9% | +143.1% | -97.2% | +28.8% |
| 3Y | +86.2% | +97.8% | -11.6% | +33.6% |
| 5Y | +57.1% | -34.3% | +91.4% | +28.6% |
| All | +324.7% | +37.4% | +287.3% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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