+724.2%
FCX vs ED
+105.2%
+618.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | +8.1% | +1.9% | +6.2% | +7.8% |
| 3M | +18.9% | +1.9% | +17.1% | +18.4% |
| 6M | +26.6% | -2.3% | +28.9% | +26.6% |
| YTD | +51.2% | +10.9% | +40.3% | +48.1% |
| 1Y | +75.6% | +14.5% | +61.0% | +70.8% |
| 3Y | +101.7% | +33.4% | +68.3% | +86.6% |
| 5Y | +134.6% | +67.3% | +67.4% | +108.1% |
| 10Y | +724.2% | +110.7% | +613.5% | +636.1% |
| All | +724.2% | +105.2% | +618.9% | +636.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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