+827.0%
FCX vs ED
+1,651.6%
-824.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | -2.4% | +2.1% | -4.5% | -3.2% |
| 30D | -18.0% | +12.4% | -30.4% | -21.7% |
| 3M | -14.3% | +13.1% | -27.4% | -18.4% |
| 6M | -1.7% | +14.1% | -15.8% | -7.3% |
| YTD | +19.8% | +23.1% | -3.2% | +9.2% |
| 1Y | +48.6% | +25.4% | +23.2% | +34.2% |
| 3Y | +85.8% | +47.9% | +38.0% | +52.4% |
| 5Y | +72.2% | +81.9% | -9.6% | +28.3% |
| 10Y | +386.3% | +141.3% | +245.0% | +194.5% |
| All | +827.0% | +1,651.6% | -824.6% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling