+858.0%
FCX vs RVTY
+2,557.2%
-1,699.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +3.5% |
| 7D | -1.0% | +6.0% | -7.0% | -3.4% |
| 30D | -15.2% | +4.3% | -19.5% | -16.8% |
| 3M | -10.3% | +40.2% | -50.5% | -21.9% |
| 6M | +1.6% | +59.3% | -57.7% | -16.4% |
| YTD | +23.9% | +66.5% | -42.7% | -0.2% |
| 1Y | +58.0% | +77.5% | -19.5% | +24.0% |
| 3Y | +94.6% | +92.5% | +2.1% | +46.3% |
| 5Y | +70.4% | -6.8% | +77.2% | +64.8% |
| 10Y | +430.7% | +225.4% | +205.3% | +230.6% |
| All | +858.0% | +2,557.2% | -1,699.2% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling