+612.1%
FCX vs USFD
+329.0%
+283.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -4.9% | -3.0% | -1.9% | -3.6% |
| 30D | +4.8% | +3.5% | +1.3% | +3.0% |
| 3M | +4.6% | +26.6% | -22.0% | -6.9% |
| 6M | +10.8% | +11.7% | -0.9% | +4.2% |
| YTD | +44.2% | +38.1% | +6.1% | +21.5% |
| 1Y | +59.6% | +33.4% | +26.2% | +36.3% |
| 3Y | +82.2% | +155.8% | -73.6% | +13.3% |
| 5Y | +115.6% | +214.0% | -98.4% | +19.5% |
| 10Y | +670.6% | +320.4% | +350.2% | +221.9% |
| All | +612.1% | +329.0% | +283.1% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling