+134.6%
FCX vs RVMD
+591.3%
-456.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| 3M | +18.9% | +38.9% | -19.9% | +12.4% |
| 6M | +26.6% | +108.1% | -81.5% | +10.2% |
| YTD | +51.2% | +160.7% | -109.6% | +24.6% |
| 1Y | +75.6% | +407.3% | -331.7% | +26.9% |
| 3Y | +101.7% | +546.6% | -444.9% | +34.1% |
| 5Y | +134.6% | +579.8% | -445.2% | +40.2% |
| All | +134.6% | +591.3% | -456.7% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling