+134.6%
FCX vs RUN
-80.3%
+214.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | +0.2% |
| 7D | +3.1% | -1.8% | +4.9% | +3.4% |
| 30D | +8.1% | -10.8% | +19.0% | +9.8% |
| 3M | +18.9% | -30.2% | +49.1% | +24.7% |
| 6M | +26.6% | -22.3% | +48.9% | +30.3% |
| YTD | +51.2% | -52.2% | +103.3% | +63.3% |
| 1Y | +75.6% | -45.1% | +120.7% | +84.1% |
| 3Y | +101.7% | -37.1% | +138.8% | +74.2% |
| 5Y | +134.6% | -80.3% | +214.9% | +141.2% |
| All | +134.6% | -80.3% | +214.9% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling