+1,830.7%
NKE vs FCX
+1,112.5%
+718.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -2.3% | +3.1% | -5.4% | -2.9% |
| 30D | -10.4% | +8.1% | -18.5% | -11.8% |
| 3M | -15.5% | +18.9% | -34.4% | -18.6% |
| 6M | -32.6% | +26.6% | -59.2% | -36.4% |
| YTD | -39.8% | +51.2% | -91.0% | -45.3% |
| 1Y | -47.6% | +75.6% | -123.1% | -53.9% |
| 3Y | -59.0% | +101.7% | -160.7% | -65.5% |
| 5Y | -74.9% | +134.6% | -209.6% | -79.9% |
| 10Y | -21.9% | +724.2% | -746.1% | -53.1% |
| All | +1,830.7% | +1,112.5% | +718.2% | +733.7% |
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