+199.8%
TER vs FCX
+60.8%
+139.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | +0.6% | -4.9% | +5.4% | +4.6% |
| 30D | -8.3% | +4.8% | -13.1% | -12.6% |
| 3M | -12.2% | +4.6% | -16.9% | -15.8% |
| 6M | +17.0% | +10.8% | +6.2% | +4.9% |
| YTD | +84.6% | +44.2% | +40.4% | +44.3% |
| 1Y | +199.8% | +59.6% | +140.2% | +117.0% |
| All | +199.8% | +60.8% | +139.0% | +117.0% |
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