+130.3%
FCX vs USFR
+28.6%
+101.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | -16.3% | +0.4% | -16.7% | -16.8% |
| 3M | -12.5% | +1.0% | -13.5% | -13.8% |
| 6M | -8.0% | +2.0% | -10.1% | -10.8% |
| YTD | +20.1% | +3.4% | +16.7% | +14.1% |
| 1Y | +45.9% | +4.1% | +41.8% | +37.3% |
| 3Y | +86.2% | +14.4% | +71.8% | +51.7% |
| 5Y | +57.1% | +21.4% | +35.7% | +16.5% |
| 10Y | +382.5% | +28.5% | +354.0% | +226.7% |
| All | +130.3% | +28.6% | +101.7% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling