+396.0%
NVDA vs FCX
+96.2%
+299.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.3% | +3.1% | -3.4% | -1.6% |
| 30D | +2.8% | +8.1% | -5.3% | -0.7% |
| 3M | +7.4% | +18.9% | -11.5% | -0.4% |
| 6M | +22.6% | +26.6% | -4.0% | +9.6% |
| YTD | +20.1% | +51.2% | -31.1% | -1.2% |
| 1Y | +31.2% | +75.6% | -44.4% | -0.1% |
| All | +396.0% | +96.2% | +299.8% | +244.9% |
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