+138.9%
FCX vs SPOT
+108.1%
+30.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.9% | +5.9% |
| 7D | +5.7% | -2.9% | +8.6% | +6.3% |
| 30D | +10.1% | +8.3% | +1.8% | +7.9% |
| 3M | +20.2% | +5.1% | +15.1% | +18.2% |
| 6M | +29.7% | -6.5% | +36.1% | +30.2% |
| YTD | +51.9% | -9.0% | +60.9% | +52.5% |
| 1Y | +66.0% | -26.4% | +92.4% | +74.9% |
| 3Y | +102.7% | +240.0% | -137.3% | +43.1% |
| 5Y | +138.9% | +111.7% | +27.1% | +80.1% |
| All | +138.9% | +108.1% | +30.7% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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