+701.1%
FCX vs URA
+371.9%
+329.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +3.3% |
| 7D | +5.7% | +8.1% | -2.4% | +0.3% |
| 30D | +10.1% | +5.8% | +4.3% | +5.8% |
| 3M | +20.2% | +3.4% | +16.7% | +17.1% |
| 6M | +29.7% | -2.6% | +32.3% | +31.2% |
| YTD | +51.9% | +11.2% | +40.8% | +39.2% |
| 1Y | +66.0% | +19.8% | +46.1% | +40.3% |
| 3Y | +102.7% | +121.5% | -18.7% | +2.0% |
| 5Y | +138.9% | +134.5% | +4.4% | +5.8% |
| 10Y | +701.1% | +376.7% | +324.4% | +108.1% |
| All | +701.1% | +371.9% | +329.1% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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