+48.4%
NU vs FCX
+114.9%
-66.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -2.3% |
| 7D | +6.0% | +5.7% | +0.3% | +3.7% |
| 30D | +10.8% | +10.1% | +0.7% | +6.4% |
| 3M | +32.2% | +20.2% | +12.0% | +22.0% |
| 6M | +5.1% | +29.7% | -24.5% | -7.6% |
| YTD | -8.4% | +51.9% | -60.4% | -25.1% |
| 1Y | +0.7% | +66.0% | -65.3% | -21.8% |
| 3Y | +125.1% | +102.7% | +22.4% | +49.7% |
| All | +48.4% | +114.9% | -66.4% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling