+254.7%
FCX vs UUUU
-92.0%
+346.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.1% | +1.8% | +1.3% | +2.8% |
| 30D | +8.1% | +1.8% | +6.3% | +7.6% |
| 3M | +18.9% | +1.3% | +17.7% | +18.3% |
| 6M | +26.6% | -26.8% | +53.4% | +32.7% |
| YTD | +51.2% | +0.1% | +51.1% | +48.2% |
| 1Y | +75.6% | +11.2% | +64.3% | +64.9% |
| 3Y | +101.7% | +97.7% | +4.0% | +62.2% |
| 5Y | +134.6% | +127.3% | +7.3% | +77.6% |
| 10Y | +724.2% | +532.6% | +191.5% | +367.6% |
| All | +254.7% | -92.0% | +346.7% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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