+2,057.4%
TER vs FCX
+1,056.8%
+1,000.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.6% | -4.9% | +5.5% | +2.3% |
| 30D | -8.3% | +4.8% | -13.1% | -10.0% |
| 3M | -12.2% | +4.6% | -16.8% | -12.9% |
| 6M | +17.1% | +10.8% | +6.2% | +14.3% |
| YTD | +84.7% | +44.2% | +40.5% | +66.6% |
| 1Y | +199.9% | +59.6% | +140.4% | +161.0% |
| 3Y | +232.8% | +82.2% | +150.5% | +173.8% |
| 5Y | +198.6% | +115.6% | +83.0% | +127.6% |
| 10Y | +1,669.7% | +670.6% | +999.2% | +727.2% |
| All | +2,057.4% | +1,056.8% | +1,000.6% | +625.7% |
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