+612.2%
FCX vs JBL
+1,558.3%
-946.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -3.4% |
| 7D | -2.3% | +2.4% | -4.7% | -3.8% |
| 30D | +2.7% | -13.1% | +15.8% | +11.5% |
| 3M | +7.4% | -15.6% | +23.0% | +17.5% |
| 6M | +16.0% | +24.6% | -8.5% | -2.0% |
| YTD | +40.9% | +39.6% | +1.3% | +9.6% |
| 1Y | +56.4% | +48.6% | +7.8% | +16.3% |
| 3Y | +84.2% | +197.3% | -113.0% | -23.9% |
| 5Y | +114.6% | +413.0% | -298.4% | -42.8% |
| All | +612.2% | +1,558.3% | -946.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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