+41.5%
NU vs FCX
+99.3%
-57.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -4.9% | -2.3% | -2.6% | -4.2% |
| 30D | +7.8% | +2.7% | +5.1% | +6.2% |
| 3M | +20.9% | +7.4% | +13.5% | +16.5% |
| 6M | +0.9% | +16.0% | -15.1% | -7.5% |
| YTD | -12.7% | +40.9% | -53.6% | -26.5% |
| 1Y | -6.4% | +56.4% | -62.8% | -25.7% |
| 3Y | +98.1% | +84.2% | +13.9% | +36.8% |
| All | +41.5% | +99.3% | -57.8% | -12.7% |
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