+114.3%
FCX vs ED
+67.1%
+47.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.2% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | +4.8% | -0.1% | +5.0% | +4.8% |
| 3M | +4.6% | +3.9% | +0.7% | +4.4% |
| 6M | +10.8% | -3.0% | +13.9% | +11.0% |
| YTD | +44.2% | +10.7% | +33.5% | +42.5% |
| 1Y | +59.6% | +13.3% | +46.2% | +57.0% |
| 3Y | +82.2% | +34.5% | +47.8% | +64.8% |
| All | +114.3% | +67.1% | +47.2% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling