+6.8%
NOW vs FCX
+116.6%
-109.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -2.4% | -4.9% | +2.5% | -1.3% |
| 30D | +20.5% | +4.8% | +15.7% | +18.9% |
| 3M | +18.3% | +4.6% | +13.7% | +16.0% |
| 6M | +24.1% | +10.8% | +13.2% | +19.0% |
| YTD | -7.8% | +44.2% | -52.0% | -18.8% |
| 1Y | -21.4% | +59.6% | -81.0% | -33.6% |
| 3Y | +19.5% | +82.2% | -62.7% | -7.9% |
| All | +6.8% | +116.6% | -109.8% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling