+373.5%
FCX vs RF
+223.4%
+150.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.8% |
| 7D | -0.3% | +1.9% | -2.2% | -1.5% |
| 30D | -14.7% | +7.3% | -22.1% | -18.6% |
| 3M | -11.2% | -7.9% | -3.2% | -6.6% |
| 6M | -11.4% | +10.5% | -21.9% | -17.9% |
| YTD | +17.7% | +9.6% | +8.1% | +9.0% |
| 1Y | +47.5% | +20.3% | +27.2% | +28.4% |
| 3Y | +83.9% | +119.5% | -35.6% | +3.6% |
| 5Y | +54.0% | +48.2% | +5.8% | +8.3% |
| All | +373.5% | +223.4% | +150.2% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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