+83.9%
FCX vs S
+41.6%
+42.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.3% | +2.0% | -2.3% | -0.6% |
| 30D | -14.7% | -2.7% | -12.0% | -14.5% |
| 3M | -11.2% | -6.9% | -4.3% | -10.6% |
| 6M | -11.4% | +38.1% | -49.4% | -16.8% |
| YTD | +17.7% | +48.0% | -30.3% | +8.2% |
| 1Y | +47.5% | +34.5% | +13.0% | +37.9% |
| 3Y | +83.9% | +38.3% | +45.6% | +72.7% |
| All | +83.9% | +41.6% | +42.3% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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