-46.2%
NFLX vs FCX
+42.9%
-89.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -11.9% | -14.7% | +2.8% | -12.6% |
| 3M | -20.6% | -11.2% | -9.4% | -21.0% |
| 6M | -29.0% | -11.4% | -17.6% | -29.2% |
| YTD | -33.7% | +17.7% | -51.4% | -35.7% |
| 1Y | -46.2% | +47.5% | -93.6% | -49.5% |
| All | -46.2% | +42.9% | -89.0% | -49.5% |
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