+2,220.2%
SPY vs FCX
+844.3%
+1,375.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | -2.0% | -14.7% | +12.7% | +0.9% |
| 3M | -2.8% | -11.2% | +8.4% | -1.0% |
| 6M | +2.1% | -11.4% | +13.5% | +3.5% |
| YTD | +11.5% | +17.7% | -6.2% | +6.3% |
| 1Y | +13.5% | +47.5% | -34.0% | +3.6% |
| 3Y | +77.7% | +83.9% | -6.2% | +51.6% |
| 5Y | +72.6% | +54.0% | +18.7% | +48.5% |
| 10Y | +308.2% | +372.9% | -64.7% | +160.9% |
| All | +2,220.2% | +844.3% | +1,375.9% | +1,051.3% |
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