+219.1%
TER vs FCX
+127.3%
+91.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +1.2% |
| 7D | +11.0% | +5.7% | +5.2% | +7.6% |
| 30D | -1.9% | +10.1% | -11.9% | -7.5% |
| 3M | -0.7% | +20.2% | -20.8% | -10.0% |
| 6M | +36.4% | +29.7% | +6.7% | +18.9% |
| YTD | +92.4% | +51.9% | +40.5% | +56.5% |
| 1Y | +213.5% | +66.0% | +147.6% | +142.0% |
| 3Y | +277.2% | +102.7% | +174.5% | +154.2% |
| 5Y | +219.1% | +138.9% | +80.3% | +99.0% |
| All | +219.1% | +127.3% | +91.8% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling