+395.9%
FCX vs URI
+1,246.1%
-850.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.1% | +0.5% |
| 7D | -0.8% | +2.6% | -3.3% | -2.2% |
| 30D | -15.1% | +9.1% | -24.1% | -19.6% |
| 3M | -9.6% | +1.0% | -10.6% | -10.7% |
| 6M | -3.1% | +23.3% | -26.4% | -16.1% |
| YTD | +23.4% | +43.3% | -19.9% | -9.3% |
| 1Y | +52.7% | +35.9% | +16.7% | +16.1% |
| 3Y | +91.4% | +158.6% | -67.3% | -11.3% |
| 5Y | +62.7% | +213.1% | -150.4% | -37.3% |
| 10Y | +395.9% | +1,213.1% | -817.2% | -31.6% |
| All | +395.9% | +1,246.1% | -850.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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