+66.0%
FCX vs U
-3.2%
+69.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +5.0% |
| 7D | +5.7% | +4.5% | +1.3% | +5.0% |
| 30D | +10.1% | -0.6% | +10.6% | +10.0% |
| 3M | +20.2% | +48.4% | -28.3% | +12.4% |
| 6M | +29.7% | +115.4% | -85.7% | +14.4% |
| YTD | +51.9% | -3.2% | +55.1% | +50.0% |
| 1Y | +66.0% | -6.0% | +72.0% | +55.7% |
| All | +66.0% | -3.2% | +69.2% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling