+701.1%
FCX vs ECL
+153.2%
+547.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.7% |
| 7D | +5.7% | -0.8% | +6.5% | +6.3% |
| 30D | +10.1% | -2.5% | +12.5% | +12.1% |
| 3M | +20.2% | +8.3% | +11.8% | +12.1% |
| 6M | +29.7% | -1.1% | +30.8% | +29.8% |
| YTD | +51.9% | +6.5% | +45.4% | +43.1% |
| 1Y | +66.0% | +2.1% | +63.9% | +60.7% |
| 3Y | +102.7% | +57.6% | +45.1% | +32.4% |
| 5Y | +138.9% | +28.1% | +110.8% | +83.2% |
| 10Y | +701.1% | +153.2% | +547.8% | +209.9% |
| All | +701.1% | +153.2% | +547.9% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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