+13,164.2%
GOOG vs FCX
+634.9%
+12,529.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.6% | +3.1% | -4.7% | -2.2% |
| 30D | -7.7% | +8.1% | -15.8% | -9.4% |
| 3M | -9.3% | +18.9% | -28.2% | -13.1% |
| 6M | +7.4% | +26.6% | -19.2% | +0.7% |
| YTD | +4.9% | +51.2% | -46.3% | -5.8% |
| 1Y | +37.2% | +75.6% | -38.3% | +18.5% |
| 3Y | +141.6% | +101.7% | +39.9% | +97.7% |
| 5Y | +128.8% | +134.6% | -5.9% | +75.8% |
| 10Y | +772.7% | +724.2% | +48.6% | +365.2% |
| All | +13,164.2% | +634.9% | +12,529.3% | +5,462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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