+430.7%
FCX vs URI
+1,313.6%
-883.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.9% | -2.0% | +0.8% |
| 7D | -1.0% | -4.0% | +3.0% | +1.4% |
| 30D | -15.2% | +6.8% | -22.0% | -18.8% |
| 3M | -10.3% | -2.8% | -7.5% | -9.4% |
| 6M | +1.6% | +20.9% | -19.3% | -11.0% |
| YTD | +23.9% | +40.2% | -16.4% | -7.8% |
| 1Y | +58.0% | +34.1% | +23.9% | +21.1% |
| 3Y | +94.6% | +164.1% | -69.6% | -11.4% |
| 5Y | +70.4% | +199.3% | -129.0% | -32.4% |
| 10Y | +430.7% | +1,218.8% | -788.2% | -26.2% |
| All | +430.7% | +1,313.6% | -883.0% | -26.2% |
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