+374.9%
V vs FCX
+689.9%
-314.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.5% | +1.3% |
| 7D | -3.0% | -1.9% | -1.2% | -2.8% |
| 30D | +1.2% | +3.4% | -2.2% | +0.2% |
| 3M | +13.9% | +15.0% | -1.1% | +9.7% |
| 6M | +17.2% | +14.6% | +2.6% | +11.7% |
| YTD | +5.3% | +41.2% | -35.9% | -4.8% |
| 1Y | +9.5% | +60.4% | -50.9% | -4.6% |
| 3Y | +51.9% | +88.4% | -36.5% | +22.4% |
| 5Y | +69.6% | +115.0% | -45.5% | +26.9% |
| All | +374.9% | +689.9% | -314.9% | +123.0% |
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 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