+2,926.4%
V vs FCX
+112.8%
+2,813.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.7% | -4.9% | +3.2% | -0.7% |
| 30D | +2.0% | +4.8% | -2.9% | +0.8% |
| 3M | +17.4% | +4.6% | +12.7% | +15.2% |
| 6M | +17.5% | +10.8% | +6.7% | +12.8% |
| YTD | +7.6% | +44.2% | -36.6% | -2.9% |
| 1Y | +7.7% | +59.6% | -51.9% | -5.8% |
| 3Y | +54.7% | +82.2% | -27.6% | +26.9% |
| 5Y | +73.0% | +115.6% | -42.6% | +31.8% |
| 10Y | +390.9% | +670.6% | -279.7% | +149.4% |
| All | +2,926.4% | +112.8% | +2,813.6% | +1,339.6% |
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