+790.0%
NOW vs FCX
+701.1%
+88.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.3% | -10.3% | -6.2% |
| 7D | -6.1% | +5.7% | -11.8% | -7.4% |
| 30D | +7.5% | +10.1% | -2.6% | +4.7% |
| 3M | +17.5% | +20.2% | -2.6% | +11.3% |
| 6M | +7.9% | +29.7% | -21.7% | -0.4% |
| YTD | -12.4% | +51.9% | -64.3% | -23.2% |
| 1Y | -28.6% | +66.0% | -94.5% | -39.4% |
| 3Y | +11.8% | +102.7% | -90.9% | -12.8% |
| 5Y | +2.6% | +138.9% | -136.2% | -25.2% |
| 10Y | +790.0% | +701.1% | +88.9% | +319.4% |
| All | +790.0% | +701.1% | +88.9% | +319.4% |
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