+829.1%
FCX vs EAT
+3,511.9%
-2,682.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.3% |
| 7D | +4.4% | -7.1% | +11.5% | +6.5% |
| 30D | -16.3% | -2.3% | -14.0% | -16.1% |
| 3M | -12.5% | -19.6% | +7.2% | -7.6% |
| 6M | -8.0% | +46.0% | -54.1% | -19.0% |
| YTD | +20.1% | +37.7% | -17.6% | +6.6% |
| 1Y | +45.9% | +73.8% | -27.9% | +20.6% |
| 3Y | +86.2% | +482.1% | -395.8% | +2.5% |
| 5Y | +57.1% | +362.5% | -305.4% | -12.5% |
| 10Y | +382.5% | +319.3% | +63.3% | +131.1% |
| All | +829.1% | +3,511.9% | -2,682.7% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling