+83.9%
FCX vs EBAY
+220.7%
-136.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.2% |
| 7D | -0.3% | -0.9% | +0.5% | -0.1% |
| 30D | -14.7% | +3.5% | -18.2% | -15.6% |
| 3M | -11.2% | +16.0% | -27.1% | -14.8% |
| 6M | -11.4% | +7.6% | -19.0% | -13.7% |
| YTD | +17.7% | +40.1% | -22.4% | +5.4% |
| 1Y | +47.5% | +45.0% | +2.4% | +30.6% |
| 3Y | +83.9% | +228.1% | -144.2% | +6.1% |
| All | +83.9% | +220.7% | -136.8% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling