+385.0%
FCX vs U
-43.0%
+428.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +4.9% |
| 7D | +5.7% | +4.5% | +1.3% | +4.9% |
| 30D | +10.1% | -0.6% | +10.6% | +10.1% |
| 3M | +20.2% | +48.4% | -28.3% | +11.4% |
| 6M | +29.7% | +115.4% | -85.7% | +12.0% |
| YTD | +51.9% | -3.2% | +55.1% | +48.1% |
| 1Y | +66.0% | -6.0% | +72.0% | +61.2% |
| 3Y | +102.7% | +13.5% | +89.3% | +78.5% |
| 5Y | +138.9% | -68.0% | +206.9% | +131.0% |
| All | +385.0% | -43.0% | +428.0% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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