+138.9%
FCX vs RVTY
-32.1%
+171.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.8% | +6.5% |
| 7D | +5.7% | +0.4% | +5.3% | +5.4% |
| 30D | +10.1% | +10.8% | -0.8% | +4.6% |
| 3M | +20.2% | +26.8% | -6.6% | +6.2% |
| 6M | +29.7% | +39.3% | -9.6% | +9.2% |
| YTD | +51.9% | +31.6% | +20.3% | +30.2% |
| 1Y | +66.0% | +47.7% | +18.3% | +33.9% |
| 3Y | +102.7% | +19.9% | +82.8% | +75.6% |
| 5Y | +138.9% | -32.3% | +171.2% | +144.4% |
| All | +138.9% | -32.1% | +171.0% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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