+827.0%
FCX vs TECH
+10,069.9%
-9,242.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -18.0% | +0.5% | -18.5% | -18.1% |
| 3M | -14.3% | +1.1% | -15.4% | -14.5% |
| 6M | -1.7% | +51.0% | -52.7% | -11.8% |
| YTD | +19.8% | +24.4% | -4.5% | +11.7% |
| 1Y | +48.6% | +27.4% | +21.2% | +37.6% |
| 3Y | +85.8% | +28.5% | +57.3% | +68.9% |
| 5Y | +72.2% | -40.9% | +113.1% | +84.6% |
| 10Y | +386.3% | +192.5% | +193.8% | +277.2% |
| All | +827.0% | +10,069.9% | -9,242.9% | +418.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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