+309.3%
SPY vs FCX
+379.1%
-69.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | +3.3% | +4.4% | -1.1% | +2.3% |
| 30D | -2.7% | -16.3% | +13.7% | +1.1% |
| 3M | -1.7% | -12.5% | +10.7% | +0.7% |
| 6M | +3.1% | -8.0% | +11.1% | +3.8% |
| YTD | +11.9% | +20.1% | -8.2% | +4.9% |
| 1Y | +12.0% | +45.9% | -33.9% | +0.3% |
| 3Y | +78.2% | +86.2% | -8.1% | +45.5% |
| 5Y | +73.2% | +57.1% | +16.1% | +42.4% |
| All | +309.3% | +379.1% | -69.8% | +123.9% |
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 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