+74.3%
FCX vs USFD
+159.2%
-84.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -4.9% | +3.0% | -7.8% | -5.8% |
| 30D | -17.1% | +11.1% | -28.2% | -20.1% |
| 3M | -12.7% | -0.3% | -12.4% | -12.8% |
| 6M | -2.0% | +15.9% | -17.8% | -7.7% |
| YTD | +18.1% | +41.6% | -23.5% | -0.5% |
| 1Y | +55.2% | +49.4% | +5.8% | +26.8% |
| 3Y | +74.3% | +157.8% | -83.5% | +18.5% |
| All | +74.3% | +159.2% | -84.9% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling