+386.3%
FCX vs URA
+289.1%
+97.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | -0.2% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -18.0% | -14.8% | -3.2% | -8.8% |
| 3M | -14.3% | -25.3% | +11.0% | +3.7% |
| 6M | -1.7% | -39.9% | +38.2% | +37.0% |
| YTD | +19.8% | -22.4% | +42.3% | +39.2% |
| 1Y | +48.6% | -29.0% | +77.6% | +81.6% |
| 3Y | +85.8% | +41.0% | +44.8% | +28.4% |
| 5Y | +72.2% | +38.3% | +33.9% | +14.5% |
| 10Y | +386.3% | +276.1% | +110.2% | +37.4% |
| All | +386.3% | +289.1% | +97.2% | +37.4% |
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