+827.0%
FCX vs ECL
+6,935.8%
-6,108.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -18.0% | +8.6% | -26.6% | -23.1% |
| 3M | -14.3% | +7.9% | -22.2% | -19.3% |
| 6M | -1.7% | +21.0% | -22.8% | -15.9% |
| YTD | +19.8% | +17.5% | +2.3% | +4.8% |
| 1Y | +48.6% | +19.7% | +29.0% | +28.0% |
| 3Y | +85.8% | +77.4% | +8.4% | +14.5% |
| 5Y | +72.2% | +38.7% | +33.5% | +24.9% |
| 10Y | +386.3% | +193.5% | +192.8% | +100.5% |
| All | +827.0% | +6,935.8% | -6,108.8% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling