+55.4%
FCX vs NUE
+143.0%
-87.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | 0.0% |
| 7D | -0.3% | +2.8% | -3.1% | -2.0% |
| 30D | -14.7% | -2.1% | -12.6% | -13.7% |
| 3M | -11.2% | -7.3% | -3.8% | -7.9% |
| 6M | -11.4% | +8.9% | -20.3% | -17.0% |
| YTD | +17.7% | +55.6% | -37.9% | -11.5% |
| 1Y | +47.5% | +74.7% | -27.2% | +3.3% |
| 3Y | +83.9% | +71.7% | +12.2% | +23.1% |
| All | +55.4% | +143.0% | -87.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 5y: compounded portfolio wealth divided by compounded NUE 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…
5y analysis · Full analysis span regression · 6 months rolling