+1,386.5%
TER vs FCX
+893.5%
+493.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.9% | +7.8% | +11.1% |
| 7D | -5.8% | -1.0% | -4.7% | -5.1% |
| 30D | -38.9% | -15.2% | -23.7% | -35.1% |
| 3M | -35.1% | -10.3% | -24.8% | -32.4% |
| 6M | -31.6% | +1.6% | -33.1% | -30.7% |
| YTD | +27.2% | +23.9% | +3.4% | +21.7% |
| 1Y | +35.2% | +58.0% | -22.8% | +20.0% |
| 3Y | +192.8% | +94.6% | +98.2% | +139.3% |
| 5Y | +72.4% | +70.4% | +2.0% | +43.7% |
| 10Y | +1,001.8% | +430.7% | +571.2% | +484.9% |
| All | +1,386.5% | +893.5% | +493.0% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling