+28.0%
NBIS vs FCX
+58.1%
-30.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.8% |
| 7D | -22.4% | -6.0% | -16.4% | -18.1% |
| 30D | -39.1% | -13.6% | -25.6% | -30.6% |
| 3M | -37.3% | -6.8% | -30.5% | -33.6% |
| 6M | -19.8% | +13.2% | -33.0% | -24.7% |
| YTD | +69.1% | +24.4% | +44.7% | +27.3% |
| 1Y | +28.0% | +60.3% | -32.3% | -32.9% |
| All | +28.0% | +58.1% | -30.0% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling