+1,015.5%
FCX vs USB
+3,141.2%
-2,125.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.9% | +1.4% | -6.3% | -5.5% |
| 30D | +4.8% | -1.3% | +6.1% | +5.3% |
| 3M | +4.6% | +15.2% | -10.6% | -2.4% |
| 6M | +10.8% | +18.8% | -8.0% | +2.0% |
| YTD | +44.2% | +21.0% | +23.2% | +31.2% |
| 1Y | +59.6% | +34.0% | +25.5% | +38.3% |
| 3Y | +82.2% | +95.3% | -13.1% | +31.7% |
| 5Y | +115.6% | +40.4% | +75.3% | +78.4% |
| 10Y | +670.6% | +107.3% | +563.2% | +446.9% |
| All | +1,015.5% | +3,141.2% | -2,125.7% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling