+173.8%
FCX vs ROIV
+298.6%
-124.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.8% |
| 7D | -0.8% | +9.5% | -10.2% | -1.9% |
| 30D | -15.1% | +21.0% | -36.0% | -17.2% |
| 3M | -9.6% | +18.7% | -28.3% | -11.9% |
| 6M | -3.1% | +44.5% | -47.6% | -7.9% |
| YTD | +23.4% | +92.9% | -69.4% | +13.2% |
| 1Y | +52.7% | +100.2% | -47.6% | +39.4% |
| 3Y | +91.4% | +375.0% | -283.6% | +58.9% |
| 5Y | +62.7% | +435.2% | -372.4% | +23.6% |
| All | +173.8% | +298.6% | -124.8% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling