+1,015.5%
FCX vs EAT
+4,107.9%
-3,092.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +4.8% | +1.9% | +2.9% | +4.0% |
| 3M | +4.6% | +68.7% | -64.0% | -10.6% |
| 6M | +10.8% | +66.9% | -56.1% | -5.9% |
| YTD | +44.2% | +60.4% | -16.2% | +23.5% |
| 1Y | +59.6% | +44.0% | +15.6% | +39.5% |
| 3Y | +82.2% | +604.7% | -522.4% | -4.8% |
| 5Y | +115.6% | +347.0% | -231.4% | +21.6% |
| 10Y | +670.6% | +390.8% | +279.8% | +255.5% |
| All | +1,015.5% | +4,107.9% | -3,092.4% | +194.9% |
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