+136.7%
FCX vs USFR
+28.6%
+108.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.8% | +0.1% | -0.8% | -0.9% |
| 30D | -15.1% | +0.4% | -15.4% | -15.5% |
| 3M | -9.6% | +1.1% | -10.7% | -11.1% |
| 6M | -3.1% | +2.1% | -5.1% | -6.0% |
| YTD | +23.4% | +3.4% | +20.0% | +17.2% |
| 1Y | +52.7% | +4.1% | +48.6% | +43.6% |
| 3Y | +91.4% | +14.4% | +77.0% | +55.9% |
| 5Y | +62.7% | +21.4% | +41.3% | +20.6% |
| 10Y | +395.9% | +28.5% | +367.3% | +235.7% |
| All | +136.7% | +28.6% | +108.1% | +53.9% |
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 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