+701.1%
FCX vs URI
+1,157.2%
-456.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.0% |
| 7D | +5.7% | +2.5% | +3.2% | +4.1% |
| 30D | +10.1% | -12.5% | +22.6% | +18.9% |
| 3M | +20.2% | -6.2% | +26.4% | +23.5% |
| 6M | +29.7% | +25.9% | +3.8% | +6.2% |
| YTD | +51.9% | +26.2% | +25.7% | +21.2% |
| 1Y | +66.0% | +5.5% | +60.5% | +48.5% |
| 3Y | +102.7% | +125.0% | -22.2% | +3.0% |
| 5Y | +138.9% | +210.4% | -71.6% | -7.2% |
| 10Y | +701.1% | +1,157.2% | -456.1% | +21.0% |
| All | +701.1% | +1,157.2% | -456.1% | +21.0% |
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