+114.3%
FCX vs U
-68.9%
+183.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -4.9% | -3.8% | -1.1% | -4.2% |
| 30D | +4.8% | +17.5% | -12.6% | +1.3% |
| 3M | +4.6% | +38.7% | -34.1% | -2.2% |
| 6M | +10.8% | +104.4% | -93.6% | -4.2% |
| YTD | +44.2% | -5.7% | +49.9% | +41.1% |
| 1Y | +59.6% | +3.7% | +55.9% | +51.6% |
| 3Y | +82.2% | +12.3% | +69.9% | +59.3% |
| All | +114.3% | -68.9% | +183.2% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling