+103.5%
NU vs FCX
+83.3%
+20.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.6% | +6.7% | +2.1% |
| 7D | -4.2% | -1.9% | -2.3% | -3.8% |
| 30D | +10.0% | +3.4% | +6.6% | +8.6% |
| 3M | +29.3% | +15.0% | +14.3% | +23.0% |
| 6M | +0.9% | +14.6% | -13.7% | -5.3% |
| YTD | -10.3% | +41.2% | -51.5% | -21.5% |
| 1Y | -3.2% | +60.4% | -63.5% | -19.4% |
| All | +103.5% | +83.3% | +20.2% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling