+613,227.4%
NVDA vs FCX
+2,143.6%
+611,083.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +5.9% | -4.9% | +10.8% | +7.6% |
| 30D | +5.1% | +4.8% | +0.3% | +3.1% |
| 3M | +5.4% | +4.6% | +0.7% | +3.1% |
| 6M | +26.0% | +10.8% | +15.2% | +19.9% |
| YTD | +23.7% | +44.2% | -20.6% | +7.2% |
| 1Y | +34.4% | +59.6% | -25.2% | +11.5% |
| 3Y | +375.8% | +82.2% | +293.6% | +269.3% |
| 5Y | +911.8% | +115.6% | +796.1% | +630.6% |
| 10Y | +14,899.8% | +670.6% | +14,229.2% | +6,271.0% |
| All | +613,227.4% | +2,143.6% | +611,083.8% | +150,532.2% |
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