+395.9%
FCX vs F
+74.7%
+321.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | -2.1% | +1.4% | +0.5% |
| 30D | -15.1% | +3.3% | -18.4% | -16.7% |
| 3M | -9.6% | -11.3% | +1.7% | -4.3% |
| 6M | -3.1% | +5.3% | -8.4% | -8.9% |
| YTD | +23.4% | -2.2% | +25.7% | +20.7% |
| 1Y | +52.7% | -3.5% | +56.2% | +50.4% |
| 3Y | +91.4% | +49.5% | +41.9% | +35.0% |
| 5Y | +62.7% | -13.5% | +76.3% | +48.2% |
| 10Y | +395.9% | +69.0% | +326.8% | +123.7% |
| All | +395.9% | +74.7% | +321.2% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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