+470.7%
FCX vs USB
+93.8%
+376.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -6.1% |
| 7D | -12.5% | -1.5% | -11.0% | -11.4% |
| 30D | -20.0% | +4.3% | -24.3% | -22.4% |
| 3M | -16.4% | -6.1% | -10.3% | -13.1% |
| 6M | +0.8% | +9.4% | -8.6% | -6.5% |
| YTD | +15.1% | +15.2% | -0.1% | +2.5% |
| 1Y | +45.3% | +32.8% | +12.6% | +17.2% |
| 3Y | +70.9% | +91.3% | -20.4% | +3.6% |
| 5Y | +67.5% | +22.7% | +44.8% | +35.7% |
| All | +470.7% | +93.8% | +376.8% | +220.6% |
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