+813.3%
FCX vs ECL
+6,812.8%
-5,999.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.3% |
| 30D | -17.1% | +8.1% | -25.3% | -22.1% |
| 3M | -12.7% | +6.4% | -19.0% | -17.0% |
| 6M | -2.0% | +14.8% | -16.7% | -12.8% |
| YTD | +18.1% | +15.5% | +2.6% | +4.6% |
| 1Y | +55.2% | +20.1% | +35.1% | +33.2% |
| 3Y | +74.3% | +77.8% | -3.4% | +7.1% |
| 5Y | +71.9% | +37.9% | +34.0% | +25.1% |
| 10Y | +498.4% | +202.7% | +295.7% | +141.3% |
| All | +813.3% | +6,812.8% | -5,999.5% | +27.6% |
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