+311.2%
SPY vs FCX
+689.9%
-378.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | +0.8% |
| 7D | -2.0% | -1.9% | -0.1% | -1.7% |
| 30D | -1.7% | +3.4% | -5.0% | -2.7% |
| 3M | +4.7% | +15.0% | -10.2% | +0.9% |
| 6M | +12.5% | +14.6% | -2.1% | +7.6% |
| YTD | +11.7% | +41.2% | -29.5% | +1.4% |
| 1Y | +17.5% | +60.4% | -42.9% | +2.8% |
| 3Y | +76.6% | +88.4% | -11.9% | +44.5% |
| 5Y | +82.0% | +115.0% | -33.0% | +39.6% |
| All | +311.2% | +689.9% | -378.6% | +112.5% |
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