+383.2%
FCX vs RUN
+66.4%
+316.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -1.5% |
| 7D | +4.4% | -13.7% | +18.1% | +7.4% |
| 30D | -16.3% | +9.4% | -25.7% | -18.6% |
| 3M | -12.5% | -13.4% | +0.9% | -11.0% |
| 6M | -8.0% | -39.6% | +31.5% | -0.2% |
| YTD | +20.1% | -53.7% | +73.8% | +32.8% |
| 1Y | +45.9% | -56.2% | +102.1% | +62.5% |
| 3Y | +86.2% | -9.7% | +96.0% | +37.0% |
| 5Y | +57.1% | -85.5% | +142.6% | +63.4% |
| All | +383.2% | +66.4% | +316.8% | +76.2% |
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