+3,319.5%
V vs FCX
+76.9%
+3,242.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | +0.8% | -2.4% | +3.2% | +1.2% |
| 30D | +9.9% | -18.0% | +27.9% | +14.3% |
| 3M | +17.5% | -14.3% | +31.8% | +20.6% |
| 6M | +33.5% | -1.7% | +35.2% | +31.7% |
| YTD | +21.6% | +19.8% | +1.7% | +13.5% |
| 1Y | +27.6% | +48.6% | -21.1% | +13.6% |
| 3Y | +76.4% | +85.8% | -9.4% | +43.3% |
| 5Y | +103.8% | +72.2% | +31.6% | +62.8% |
| 10Y | +455.5% | +386.3% | +69.2% | +211.3% |
| All | +3,319.5% | +76.9% | +3,242.6% | +1,583.3% |
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