+102.7%
FCX vs USFR
+14.0%
+88.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.4% |
| 7D | +5.7% | +0.1% | +5.7% | +5.9% |
| 30D | +10.1% | +0.3% | +9.7% | +10.9% |
| 3M | +20.2% | +1.0% | +19.2% | +23.3% |
| 6M | +29.7% | +1.9% | +27.8% | +34.4% |
| YTD | +51.9% | +2.7% | +49.3% | +58.0% |
| 1Y | +66.0% | +4.0% | +61.9% | +73.9% |
| 3Y | +102.7% | +14.0% | +88.7% | +157.4% |
| All | +102.7% | +14.0% | +88.7% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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