-39.8%
NOW vs FCX
+42.9%
-82.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.4% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -27.0% | -14.7% | -12.2% | -28.1% |
| 3M | -19.6% | -11.2% | -8.5% | -20.6% |
| 6M | +17.5% | -11.4% | +28.8% | +17.6% |
| YTD | -33.3% | +17.7% | -51.0% | -33.5% |
| 1Y | -39.8% | +47.5% | -87.3% | -42.8% |
| All | -39.8% | +42.9% | -82.7% | -42.8% |
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