+485.6%
FCX vs RACE
+740.1%
-254.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.5% |
| 7D | -4.9% | +5.1% | -10.0% | -7.6% |
| 30D | -17.1% | +7.7% | -24.8% | -20.7% |
| 3M | -12.7% | +2.2% | -14.8% | -14.1% |
| 6M | -2.0% | +23.8% | -25.7% | -14.5% |
| YTD | +18.1% | +13.9% | +4.2% | +7.4% |
| 1Y | +55.2% | +3.8% | +51.4% | +48.7% |
| 3Y | +74.3% | +28.0% | +46.3% | +33.5% |
| 5Y | +71.9% | +64.9% | +7.0% | +7.5% |
| All | +485.6% | +740.1% | -254.4% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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