+386.3%
FCX vs RACE
+740.2%
-353.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.8% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -18.0% | +6.6% | -24.6% | -21.0% |
| 3M | -14.3% | +2.2% | -16.5% | -15.7% |
| 6M | -1.7% | +22.4% | -24.1% | -13.7% |
| YTD | +19.8% | +13.8% | +6.1% | +9.0% |
| 1Y | +48.6% | +2.2% | +46.4% | +43.8% |
| 3Y | +85.8% | +25.6% | +60.2% | +44.0% |
| 5Y | +72.2% | +71.0% | +1.3% | +4.7% |
| 10Y | +386.3% | +739.1% | -352.8% | +44.4% |
| All | +386.3% | +740.2% | -353.9% | +44.4% |
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