+43.2%
TER vs FCX
+58.1%
-14.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.2% | -8.1% |
| 7D | -19.9% | -6.0% | -13.9% | -15.2% |
| 30D | -43.5% | -13.6% | -30.0% | -35.2% |
| 3M | -37.8% | -6.8% | -31.0% | -34.4% |
| 6M | -25.6% | +13.2% | -38.7% | -32.5% |
| YTD | +29.8% | +24.4% | +5.4% | +3.6% |
| 1Y | +43.2% | +60.3% | -17.1% | -9.5% |
| All | +43.2% | +58.1% | -14.9% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling