+514.0%
NOW vs FCX
+369.5%
+144.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -27.0% | -14.7% | -12.2% | -24.3% |
| 3M | -19.6% | -11.2% | -8.5% | -18.1% |
| 6M | +17.5% | -11.4% | +28.8% | +18.3% |
| YTD | -33.3% | +17.7% | -51.0% | -38.4% |
| 1Y | -39.8% | +47.5% | -87.3% | -47.7% |
| 3Y | -19.9% | +83.9% | -103.8% | -36.9% |
| 5Y | -26.1% | +54.0% | -80.0% | -40.6% |
| All | +514.0% | +369.5% | +144.5% | +211.4% |
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