+653.3%
FCX vs USB
+107.5%
+545.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.9% | +1.4% | -6.3% | -5.8% |
| 30D | +4.8% | -1.3% | +6.1% | +5.6% |
| 3M | +4.6% | +15.2% | -10.6% | -5.9% |
| 6M | +10.8% | +18.8% | -8.0% | -2.5% |
| YTD | +44.2% | +21.0% | +23.2% | +24.5% |
| 1Y | +59.6% | +34.0% | +25.5% | +27.8% |
| 3Y | +82.2% | +95.3% | -13.1% | +8.0% |
| 5Y | +115.6% | +40.4% | +75.3% | +57.8% |
| All | +653.3% | +107.5% | +545.8% | +226.7% |
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