+72.2%
FCX vs RF
+45.3%
+26.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | -18.0% | +6.2% | -24.2% | -20.7% |
| 3M | -14.3% | -7.8% | -6.4% | -10.5% |
| 6M | -1.7% | +5.9% | -7.7% | -5.9% |
| YTD | +19.8% | +9.0% | +10.8% | +12.4% |
| 1Y | +48.6% | +19.3% | +29.4% | +32.3% |
| 3Y | +85.8% | +116.4% | -30.6% | +14.2% |
| 5Y | +72.2% | +46.0% | +26.2% | +27.2% |
| All | +72.2% | +45.3% | +26.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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