+1,476.7%
FCX vs EBAY
+14,515.1%
-13,038.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.1% |
| 7D | -0.3% | -0.9% | +0.5% | -0.2% |
| 30D | -14.7% | +3.5% | -18.2% | -15.4% |
| 3M | -11.2% | +16.0% | -27.1% | -14.0% |
| 6M | -11.4% | +7.6% | -19.0% | -13.2% |
| YTD | +17.7% | +40.1% | -22.4% | +9.0% |
| 1Y | +47.5% | +45.0% | +2.4% | +35.5% |
| 3Y | +83.9% | +228.1% | -144.2% | +41.2% |
| 5Y | +54.0% | +78.6% | -24.7% | +32.4% |
| 10Y | +372.9% | +378.8% | -5.9% | +238.5% |
| All | +1,476.7% | +14,515.1% | -13,038.3% | +811.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling