+612.2%
FCX vs EBAY
+285.8%
+326.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.4% |
| 7D | -2.3% | +4.2% | -6.5% | -4.1% |
| 30D | +2.7% | +5.6% | -3.0% | -0.2% |
| 3M | +7.4% | -1.4% | +8.8% | +6.9% |
| 6M | +16.0% | +18.2% | -2.2% | +5.7% |
| YTD | +40.9% | +24.8% | +16.1% | +24.5% |
| 1Y | +56.4% | +18.0% | +38.4% | +39.6% |
| 3Y | +84.2% | +160.3% | -76.1% | +5.7% |
| 5Y | +114.6% | +62.1% | +52.5% | +50.5% |
| All | +612.2% | +285.8% | +326.4% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 10y: compounded portfolio wealth divided by compounded EBAY 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…
10y analysis · Full analysis span regression · 6 months rolling