+373.5%
FCX vs JBL
+1,148.2%
-774.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.6% |
| 7D | -0.3% | +6.3% | -6.6% | -4.1% |
| 30D | -14.7% | -13.5% | -1.2% | -6.7% |
| 3M | -11.2% | -31.3% | +20.2% | +10.8% |
| 6M | -11.4% | -28.4% | +17.0% | +6.5% |
| YTD | +17.7% | +11.6% | +6.1% | +4.2% |
| 1Y | +47.5% | +26.1% | +21.4% | +20.1% |
| 3Y | +83.9% | +97.4% | -13.5% | +1.0% |
| 5Y | +54.0% | +301.0% | -247.0% | -52.9% |
| All | +373.5% | +1,148.2% | -774.7% | -25.7% |
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