-21.4%
NOW vs FCX
+60.8%
-82.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -2.4% | -4.9% | +2.5% | -2.6% |
| 30D | +20.5% | +4.8% | +15.7% | +20.6% |
| 3M | +18.3% | +4.6% | +13.7% | +19.5% |
| 6M | +24.1% | +10.8% | +13.2% | +27.5% |
| YTD | -7.8% | +44.2% | -52.0% | -7.5% |
| 1Y | -21.4% | +59.6% | -81.0% | -22.8% |
| All | -21.4% | +60.8% | -82.2% | -22.8% |
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 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