+14,546.7%
NVDA vs FCX
+688.3%
+13,858.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.1% | -2.3% | -2.9% | -4.5% |
| 30D | -2.5% | +2.7% | -5.2% | -4.0% |
| 3M | +6.7% | +7.4% | -0.7% | +2.7% |
| 6M | +17.6% | +16.0% | +1.6% | +8.6% |
| YTD | +17.3% | +40.9% | -23.6% | -0.6% |
| 1Y | +23.5% | +56.4% | -32.9% | -0.8% |
| 3Y | +384.6% | +84.2% | +300.4% | +251.6% |
| 5Y | +875.4% | +114.6% | +760.8% | +552.8% |
| All | +14,546.7% | +688.3% | +13,858.4% | +5,416.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling