+47.5%
FCX vs EAT
+75.7%
-28.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.3% | -4.0% | +3.7% | +0.4% |
| 30D | -14.7% | -2.9% | -11.8% | -14.3% |
| 3M | -11.2% | -16.9% | +5.7% | -8.6% |
| 6M | -11.4% | +57.0% | -68.3% | -19.5% |
| YTD | +17.7% | +38.2% | -20.5% | +13.1% |
| 1Y | +47.5% | +69.3% | -21.8% | +42.6% |
| All | +47.5% | +75.7% | -28.2% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling