+97.6%
FCX vs RVMD
+549.6%
-452.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +3.1% | -0.7% | +3.9% | +3.2% |
| 30D | +8.1% | +0.3% | +7.8% | +8.0% |
| 3M | +18.9% | +38.9% | -19.9% | +13.2% |
| 6M | +26.6% | +108.1% | -81.5% | +12.5% |
| YTD | +51.2% | +160.7% | -109.6% | +27.5% |
| 1Y | +75.6% | +407.3% | -331.7% | +30.0% |
| All | +97.6% | +549.6% | -452.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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