+1,802.9%
TER vs FCX
+689.9%
+1,113.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.6% | +3.1% | -0.6% |
| 7D | +9.4% | -1.9% | +11.2% | +10.2% |
| 30D | -2.4% | +3.4% | -5.8% | -4.2% |
| 3M | +6.5% | +15.0% | -8.4% | +0.7% |
| 6M | +23.2% | +14.6% | +8.5% | +16.9% |
| YTD | +91.5% | +41.2% | +50.3% | +68.3% |
| 1Y | +214.8% | +60.4% | +154.4% | +161.3% |
| 3Y | +275.3% | +88.4% | +186.9% | +185.3% |
| 5Y | +211.9% | +115.0% | +96.9% | +118.5% |
| All | +1,802.9% | +689.9% | +1,113.1% | +667.6% |
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