+74.3%
FCX vs ROIV
+314.9%
-240.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.5% | +0.7% |
| 7D | -4.9% | +5.3% | -10.2% | -6.5% |
| 30D | -17.1% | +11.9% | -29.0% | -20.2% |
| 3M | -12.7% | +10.7% | -23.4% | -16.1% |
| 6M | -2.0% | +34.9% | -36.9% | -12.2% |
| YTD | +18.1% | +79.2% | -61.1% | -3.2% |
| 1Y | +55.2% | +89.0% | -33.8% | +24.6% |
| 3Y | +74.3% | +337.3% | -263.0% | +3.5% |
| All | +74.3% | +314.9% | -240.6% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling