+114.3%
FCX vs RF
+89.8%
+24.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | +1.3% | -6.2% | -5.6% |
| 30D | +4.8% | -3.6% | +8.4% | +6.9% |
| 3M | +4.6% | +8.1% | -3.5% | -0.7% |
| 6M | +10.8% | +11.5% | -0.6% | +3.2% |
| YTD | +44.2% | +15.6% | +28.6% | +30.9% |
| 1Y | +59.6% | +15.7% | +43.9% | +44.4% |
| 3Y | +82.2% | +86.9% | -4.6% | +20.8% |
| All | +114.3% | +89.8% | +24.5% | +24.4% |
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