+430.7%
FCX vs F
+88.0%
+342.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.6% |
| 30D | -15.2% | +2.9% | -18.1% | -16.7% |
| 3M | -10.3% | -9.5% | -0.8% | -6.1% |
| 6M | +1.6% | +4.0% | -2.5% | -3.9% |
| YTD | +23.9% | -1.3% | +25.1% | +20.5% |
| 1Y | +58.0% | -1.9% | +60.0% | +54.2% |
| 3Y | +94.6% | +53.5% | +41.1% | +35.1% |
| 5Y | +70.4% | -15.1% | +85.5% | +57.7% |
| 10Y | +430.7% | +81.0% | +349.7% | +141.4% |
| All | +430.7% | +88.0% | +342.7% | +141.4% |
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