+692.8%
GOOGL vs FCX
+369.5%
+323.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | -14.9% | -14.7% | -0.2% | -11.8% |
| 3M | -14.6% | -11.2% | -3.4% | -12.6% |
| 6M | -26.4% | -11.4% | -15.1% | -25.4% |
| YTD | -5.3% | +17.7% | -23.0% | -11.4% |
| 1Y | +6.5% | +47.5% | -41.0% | -5.8% |
| 3Y | +126.0% | +83.9% | +42.2% | +82.7% |
| 5Y | +100.8% | +54.0% | +46.9% | +64.2% |
| All | +692.8% | +369.5% | +323.3% | +340.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling