+386.3%
FCX vs ALL
+372.0%
+14.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -4.7% |
| 7D | -2.4% | -0.1% | -2.2% | -2.5% |
| 30D | -18.0% | +13.8% | -31.8% | -23.6% |
| 3M | -14.3% | -2.8% | -11.5% | -14.0% |
| 6M | -1.7% | +23.7% | -25.4% | -15.4% |
| YTD | +19.8% | +27.3% | -7.4% | 0.0% |
| 1Y | +48.6% | +30.5% | +18.1% | +21.9% |
| 3Y | +85.8% | +113.0% | -27.2% | +3.9% |
| 5Y | +72.2% | +157.6% | -85.3% | -21.1% |
| 10Y | +386.3% | +368.4% | +17.9% | +55.6% |
| All | +386.3% | +372.0% | +14.3% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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