+85.8%
FCX vs EAT
+477.9%
-392.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.5% |
| 7D | -2.4% | -5.9% | +3.5% | -1.2% |
| 30D | -18.0% | +0.7% | -18.6% | -18.2% |
| 3M | -14.3% | -14.2% | 0.0% | -12.2% |
| 6M | -1.7% | +40.7% | -42.4% | -9.3% |
| YTD | +19.8% | +36.0% | -16.1% | +11.1% |
| 1Y | +48.6% | +83.1% | -34.4% | +29.4% |
| 3Y | +85.8% | +474.8% | -389.0% | +20.2% |
| All | +85.8% | +477.9% | -392.1% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling