+55.4%
FCX vs USFD
+215.4%
-160.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.3% | +1.7% | -2.0% | -1.0% |
| 30D | -14.7% | +10.2% | -24.9% | -18.9% |
| 3M | -11.2% | -1.5% | -9.7% | -10.9% |
| 6M | -11.4% | +27.3% | -38.7% | -22.8% |
| YTD | +17.7% | +44.0% | -26.3% | -6.2% |
| 1Y | +47.5% | +50.4% | -2.9% | +14.3% |
| 3Y | +83.9% | +153.6% | -69.7% | +2.4% |
| All | +55.4% | +215.4% | -160.1% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling