+151.8%
NBIS vs FCX
+60.1%
+91.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -0.8% | -2.3% | +1.5% | +0.9% |
| 30D | -13.4% | +2.7% | -16.0% | -15.5% |
| 3M | +1.0% | +7.4% | -6.4% | -4.0% |
| 6M | +100.5% | +16.0% | +84.5% | +79.8% |
| YTD | +168.3% | +40.9% | +127.3% | +121.5% |
| 1Y | +151.8% | +56.4% | +95.3% | +91.5% |
| All | +151.8% | +60.1% | +91.7% | +91.5% |
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