+701.1%
FCX vs USFD
+322.5%
+378.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.3% | +5.8% |
| 7D | +5.7% | -3.3% | +9.1% | +7.3% |
| 30D | +10.1% | -5.3% | +15.4% | +12.7% |
| 3M | +20.2% | +18.8% | +1.4% | +10.3% |
| 6M | +29.7% | +14.3% | +15.4% | +20.5% |
| YTD | +51.9% | +36.9% | +15.1% | +28.4% |
| 1Y | +66.0% | +31.7% | +34.3% | +42.5% |
| 3Y | +102.7% | +164.5% | -61.7% | +24.0% |
| 5Y | +138.9% | +212.6% | -73.7% | +32.5% |
| 10Y | +701.1% | +329.7% | +371.3% | +244.0% |
| All | +701.1% | +322.5% | +378.6% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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