+134.6%
FCX vs USFR
+20.4%
+114.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.1% | +0.1% | +3.1% | +3.3% |
| 30D | +8.1% | +0.3% | +7.8% | +9.0% |
| 3M | +18.9% | +1.0% | +18.0% | +22.5% |
| 6M | +26.6% | +1.9% | +24.7% | +33.3% |
| YTD | +51.2% | +2.7% | +48.5% | +61.4% |
| 1Y | +75.6% | +4.0% | +71.6% | +92.9% |
| 3Y | +101.7% | +14.0% | +87.7% | +193.2% |
| 5Y | +134.6% | +20.4% | +114.2% | +341.9% |
| All | +134.6% | +20.4% | +114.2% | +341.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling