+161.9%
FCX vs ROIV
+270.3%
-108.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.5% | +1.8% |
| 7D | -4.9% | +5.3% | -10.2% | -5.5% |
| 30D | -17.1% | +11.9% | -29.0% | -18.4% |
| 3M | -12.7% | +10.7% | -23.4% | -14.0% |
| 6M | -2.0% | +34.9% | -36.9% | -6.0% |
| YTD | +18.1% | +79.2% | -61.1% | +9.4% |
| 1Y | +55.2% | +89.0% | -33.8% | +42.8% |
| 3Y | +74.3% | +337.3% | -263.0% | +46.2% |
| 5Y | +71.9% | +402.3% | -330.4% | +32.0% |
| All | +161.9% | +270.3% | -108.4% | +115.3% |
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