+75.6%
FCX vs ED
+15.3%
+60.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -1.0% |
| 7D | +3.1% | -0.2% | +3.3% | +3.0% |
| 30D | +8.1% | +1.9% | +6.2% | +9.7% |
| 3M | +18.9% | +1.9% | +17.1% | +21.0% |
| 6M | +26.6% | -2.3% | +28.9% | +27.6% |
| YTD | +51.2% | +10.9% | +40.3% | +61.4% |
| 1Y | +75.6% | +14.5% | +61.0% | +81.1% |
| All | +75.6% | +15.3% | +60.2% | +81.1% |
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 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