+60.2%
SCHD vs FCX
+112.9%
-52.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.0% | -2.3% | +0.3% | -1.7% |
| 30D | -0.4% | +2.7% | -3.1% | -1.0% |
| 3M | +5.7% | +7.4% | -1.7% | +4.1% |
| 6M | +11.9% | +16.0% | -4.1% | +7.8% |
| YTD | +26.4% | +40.9% | -14.5% | +17.2% |
| 1Y | +27.6% | +56.4% | -28.8% | +15.3% |
| 3Y | +54.9% | +84.2% | -29.3% | +31.3% |
| All | +60.2% | +112.9% | -52.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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