+995.4%
TER vs FCX
+369.5%
+625.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.5% |
| 7D | +14.4% | -0.3% | +14.7% | +14.8% |
| 30D | -30.6% | -14.7% | -15.8% | -24.8% |
| 3M | -39.2% | -11.2% | -28.0% | -35.3% |
| 6M | -31.3% | -11.4% | -19.9% | -25.9% |
| YTD | +29.1% | +17.7% | +11.4% | +24.3% |
| 1Y | +47.4% | +47.5% | -0.1% | +29.8% |
| 3Y | +191.2% | +83.9% | +107.3% | +128.3% |
| 5Y | +74.0% | +54.0% | +20.0% | +41.4% |
| All | +995.4% | +369.5% | +625.9% | +394.5% |
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 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