+2,236.9%
SPY vs FCX
+890.2%
+1,346.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.8% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | -2.4% | -15.1% | +12.7% | +0.6% |
| 3M | -1.2% | -9.6% | +8.5% | +0.3% |
| 6M | +3.3% | -3.1% | +6.3% | +3.0% |
| YTD | +12.3% | +23.4% | -11.2% | +6.1% |
| 1Y | +12.4% | +52.7% | -40.2% | +2.0% |
| 3Y | +78.8% | +91.4% | -12.6% | +51.5% |
| 5Y | +75.2% | +62.7% | +12.4% | +49.2% |
| 10Y | +311.1% | +395.9% | -84.8% | +160.5% |
| All | +2,236.9% | +890.2% | +1,346.8% | +1,049.5% |
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 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