+827.0%
FCX vs EAT
+3,466.9%
-2,639.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.1% |
| 7D | -2.4% | -5.9% | +3.5% | -0.7% |
| 30D | -18.0% | +0.7% | -18.6% | -18.5% |
| 3M | -14.3% | -14.2% | 0.0% | -11.3% |
| 6M | -1.7% | +40.7% | -42.4% | -12.5% |
| YTD | +19.8% | +36.0% | -16.1% | +6.7% |
| 1Y | +48.6% | +83.1% | -34.4% | +20.9% |
| 3Y | +85.8% | +474.8% | -389.0% | +2.6% |
| 5Y | +72.2% | +347.6% | -275.4% | -3.2% |
| 10Y | +386.3% | +321.5% | +64.8% | +132.6% |
| All | +827.0% | +3,466.9% | -2,639.9% | +154.9% |
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