+612.2%
FCX vs RUN
+42.2%
+570.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.3% | -3.7% | +1.4% | -1.5% |
| 30D | +2.7% | -13.0% | +15.7% | +5.5% |
| 3M | +7.4% | -31.8% | +39.2% | +15.0% |
| 6M | +16.0% | -32.2% | +48.2% | +23.7% |
| YTD | +40.9% | -53.5% | +94.4% | +57.3% |
| 1Y | +56.4% | -46.5% | +103.0% | +67.3% |
| 3Y | +84.2% | -37.6% | +121.8% | +48.5% |
| 5Y | +114.6% | -80.9% | +195.5% | +105.9% |
| All | +612.2% | +42.2% | +570.0% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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