-74.7%
NKE vs FCX
+112.9%
-187.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -2.3% | -1.9% | -3.7% |
| 30D | -8.2% | +2.7% | -10.9% | -9.1% |
| 3M | -19.1% | +7.4% | -26.5% | -21.2% |
| 6M | -32.6% | +16.0% | -48.7% | -36.5% |
| YTD | -40.7% | +40.9% | -81.6% | -47.5% |
| 1Y | -48.9% | +56.4% | -105.3% | -56.5% |
| 3Y | -59.2% | +84.2% | -143.5% | -68.5% |
| All | -74.7% | +112.9% | -187.6% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling