+1,101.8%
NBIS vs FCX
+60.9%
+1,040.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +17.8% | +3.1% | +14.7% | +15.5% |
| 30D | +30.5% | +8.1% | +22.4% | +23.2% |
| 3M | +9.2% | +18.9% | -9.7% | -2.0% |
| 6M | +153.2% | +26.6% | +126.6% | +116.0% |
| YTD | +187.1% | +51.2% | +136.0% | +123.0% |
| 1Y | +151.1% | +75.6% | +75.5% | +75.8% |
| All | +1,101.8% | +60.9% | +1,040.8% | +694.3% |
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