+130.2%
FCX vs EBAY
+52.8%
+77.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +3.1% | -3.0% | +6.1% | +4.3% |
| 30D | +8.1% | -3.6% | +11.7% | +9.4% |
| 3M | +18.9% | -4.4% | +23.4% | +20.1% |
| 6M | +26.6% | +12.1% | +14.5% | +19.4% |
| YTD | +51.2% | +19.9% | +31.2% | +38.1% |
| 1Y | +75.6% | +13.4% | +62.2% | +61.8% |
| 3Y | +101.7% | +150.5% | -48.8% | +22.8% |
| All | +130.2% | +52.8% | +77.4% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling