+485.6%
FCX vs USB
+92.8%
+392.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.0% |
| 7D | -4.9% | 0.0% | -4.9% | -4.8% |
| 30D | -17.1% | +5.8% | -23.0% | -20.4% |
| 3M | -12.7% | -6.0% | -6.7% | -9.4% |
| 6M | -2.0% | +7.8% | -9.7% | -8.2% |
| YTD | +18.1% | +14.6% | +3.5% | +5.6% |
| 1Y | +55.2% | +31.8% | +23.4% | +25.8% |
| 3Y | +74.3% | +91.5% | -17.2% | +5.5% |
| 5Y | +71.9% | +22.0% | +49.9% | +39.7% |
| All | +485.6% | +92.8% | +392.8% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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