+667.4%
NFLX vs FCX
+689.9%
-22.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +1.3% |
| 7D | -8.1% | -1.9% | -6.2% | -7.8% |
| 30D | +1.6% | +3.4% | -1.8% | +0.6% |
| 3M | -7.3% | +15.0% | -22.3% | -10.6% |
| 6M | -21.6% | +14.6% | -36.2% | -25.2% |
| YTD | -18.9% | +41.2% | -60.1% | -26.6% |
| 1Y | -39.1% | +60.4% | -99.5% | -46.8% |
| 3Y | +71.7% | +88.4% | -16.8% | +40.0% |
| 5Y | +27.0% | +115.0% | -88.1% | -0.9% |
| All | +667.4% | +689.9% | -22.5% | +332.8% |
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