+47.4%
TER vs FCX
+42.9%
+4.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -3.4% |
| 7D | +14.4% | -0.3% | +14.7% | +15.1% |
| 30D | -30.6% | -14.7% | -15.8% | -18.3% |
| 3M | -39.2% | -11.2% | -28.0% | -31.7% |
| 6M | -31.3% | -11.4% | -19.9% | -22.4% |
| YTD | +29.1% | +17.7% | +11.4% | +9.2% |
| 1Y | +47.4% | +47.5% | -0.1% | +0.6% |
| All | +47.4% | +42.9% | +4.6% | +0.6% |
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 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