+701.1%
FCX vs ALL
+355.7%
+345.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +6.6% |
| 7D | +5.7% | -1.7% | +7.4% | +6.6% |
| 30D | +10.1% | -4.7% | +14.7% | +12.5% |
| 3M | +20.2% | +18.4% | +1.8% | +7.4% |
| 6M | +29.7% | +20.5% | +9.2% | +13.4% |
| YTD | +51.9% | +23.5% | +28.4% | +29.6% |
| 1Y | +66.0% | +29.0% | +37.0% | +36.9% |
| 3Y | +102.7% | +153.7% | -51.0% | -1.2% |
| 5Y | +138.9% | +114.8% | +24.1% | +26.3% |
| 10Y | +701.1% | +356.1% | +344.9% | +119.2% |
| All | +701.1% | +355.7% | +345.4% | +119.2% |
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