+1,075.1%
FCX vs NUE
+3,265.8%
-2,190.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +6.6% |
| 7D | +5.7% | +1.8% | +3.9% | +4.3% |
| 30D | +10.1% | -6.0% | +16.0% | +14.1% |
| 3M | +20.2% | +1.4% | +18.7% | +17.4% |
| 6M | +29.7% | +52.8% | -23.2% | -4.3% |
| YTD | +51.9% | +58.1% | -6.2% | +9.2% |
| 1Y | +66.0% | +80.4% | -14.4% | +8.1% |
| 3Y | +102.7% | +62.3% | +40.5% | +34.9% |
| 5Y | +138.9% | +146.2% | -7.3% | +13.7% |
| 10Y | +701.1% | +549.5% | +151.6% | +98.9% |
| All | +1,075.1% | +3,265.8% | -2,190.7% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling