+337.9%
FCX vs REPL
+39.1%
+298.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +4.8% |
| 7D | -1.0% | +14.2% | -15.2% | -1.7% |
| 30D | -15.2% | +65.9% | -81.1% | -17.5% |
| 3M | -10.3% | +84.6% | -94.9% | -13.2% |
| 6M | +1.6% | +446.9% | -445.4% | -11.1% |
| YTD | +23.9% | +129.0% | -105.1% | +9.9% |
| 1Y | +58.0% | +167.9% | -109.8% | +38.6% |
| 3Y | +94.6% | +93.9% | +0.7% | +40.3% |
| 5Y | +70.4% | -33.0% | +103.3% | +39.2% |
| All | +337.9% | +39.1% | +298.7% | +167.2% |
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