+590.9%
JPM vs FCX
+688.3%
-97.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | -2.5% | +2.7% | -5.1% | -3.6% |
| 3M | +14.1% | +7.4% | +6.8% | +10.9% |
| 6M | +25.1% | +16.0% | +9.1% | +17.4% |
| YTD | +12.1% | +40.9% | -28.8% | -1.2% |
| 1Y | +18.8% | +56.4% | -37.6% | +0.5% |
| 3Y | +163.4% | +84.2% | +79.2% | +103.2% |
| 5Y | +156.5% | +114.6% | +41.9% | +78.8% |
| All | +590.9% | +688.3% | -97.5% | +181.4% |
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