+174.7%
FCX vs ROIV
+287.3%
-112.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.3% | +4.3% |
| 7D | -1.0% | +13.3% | -14.3% | -2.6% |
| 30D | -15.2% | +14.8% | -30.0% | -16.8% |
| 3M | -10.3% | +11.9% | -22.2% | -11.8% |
| 6M | +1.6% | +42.4% | -40.8% | -3.3% |
| YTD | +23.9% | +87.4% | -63.6% | +14.1% |
| 1Y | +58.0% | +97.2% | -39.2% | +44.6% |
| 3Y | +94.6% | +375.7% | -281.1% | +61.8% |
| 5Y | +70.4% | +379.0% | -308.7% | +30.6% |
| All | +174.7% | +287.3% | -112.6% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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