+70.4%
FCX vs SPOT
+115.8%
-45.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.7% |
| 7D | -1.0% | +2.5% | -3.6% | -1.5% |
| 30D | -15.2% | +15.1% | -30.3% | -17.9% |
| 3M | -10.3% | +24.8% | -35.1% | -15.1% |
| 6M | +1.6% | +45.8% | -44.2% | -7.9% |
| YTD | +23.9% | +4.9% | +19.0% | +20.1% |
| 1Y | +58.0% | -1.3% | +59.3% | +55.2% |
| 3Y | +94.6% | +257.7% | -163.1% | +35.6% |
| 5Y | +70.4% | +118.5% | -48.1% | +39.8% |
| All | +70.4% | +115.8% | -45.4% | +39.8% |
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