+48.6%
FCX vs ED
+25.7%
+23.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -2.7% |
| 7D | -2.4% | +2.1% | -4.5% | -0.8% |
| 30D | -18.0% | +12.4% | -30.4% | -10.0% |
| 3M | -14.3% | +13.1% | -27.4% | -5.5% |
| 6M | -1.7% | +14.1% | -15.8% | +9.8% |
| YTD | +19.8% | +23.1% | -3.2% | +42.1% |
| 1Y | +48.6% | +25.4% | +23.2% | +79.0% |
| All | +48.6% | +25.7% | +23.0% | +79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling