+138.9%
FCX vs ECL
+29.5%
+109.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.6% |
| 7D | +5.7% | -0.8% | +6.5% | +6.2% |
| 30D | +10.1% | -2.5% | +12.5% | +11.5% |
| 3M | +20.2% | +8.3% | +11.8% | +14.5% |
| 6M | +29.7% | -1.1% | +30.8% | +29.9% |
| YTD | +51.9% | +6.5% | +45.4% | +46.0% |
| 1Y | +66.0% | +2.1% | +63.9% | +62.7% |
| 3Y | +102.7% | +57.6% | +45.1% | +51.1% |
| 5Y | +138.9% | +28.1% | +110.8% | +97.8% |
| All | +138.9% | +29.5% | +109.3% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling