+3,306.4%
V vs FCX
+82.8%
+3,223.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.6% |
| 30D | +9.5% | -15.2% | +24.8% | +13.1% |
| 3M | +16.7% | -10.3% | +27.0% | +18.6% |
| 6M | +32.9% | +1.6% | +31.4% | +30.4% |
| YTD | +21.1% | +23.9% | -2.8% | +12.3% |
| 1Y | +26.6% | +58.0% | -31.4% | +11.3% |
| 3Y | +78.4% | +94.6% | -16.2% | +43.5% |
| 5Y | +105.5% | +70.4% | +35.1% | +64.6% |
| 10Y | +444.2% | +430.7% | +13.6% | +199.4% |
| All | +3,306.4% | +82.8% | +3,223.6% | +1,565.7% |
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