+276.9%
FCX vs U
-31.3%
+308.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.7% |
| 7D | -4.9% | +36.6% | -41.5% | -10.3% |
| 30D | -17.1% | +13.3% | -30.4% | -19.3% |
| 3M | -12.7% | +26.2% | -38.8% | -16.8% |
| 6M | -2.0% | +88.7% | -90.7% | -13.7% |
| YTD | +18.1% | +16.6% | +1.5% | +10.7% |
| 1Y | +55.2% | +29.0% | +26.2% | +42.4% |
| 3Y | +74.3% | +99.5% | -25.2% | +39.3% |
| 5Y | +71.9% | -66.1% | +138.0% | +62.3% |
| All | +276.9% | -31.3% | +308.3% | +211.1% |
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