+102.7%
FCX vs EAT
+612.9%
-510.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.4% | +8.7% | +6.0% |
| 7D | +5.7% | -4.9% | +10.6% | +6.7% |
| 30D | +10.1% | -1.2% | +11.3% | +10.2% |
| 3M | +20.2% | +52.2% | -32.1% | +10.1% |
| 6M | +29.7% | +65.0% | -35.4% | +16.4% |
| YTD | +51.9% | +55.0% | -3.1% | +37.9% |
| 1Y | +66.0% | +42.1% | +23.9% | +52.8% |
| 3Y | +102.7% | +614.7% | -512.0% | +30.4% |
| All | +102.7% | +612.9% | -510.1% | +30.4% |
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