+612.2%
FCX vs EFV
+169.9%
+442.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -2.1% |
| 7D | -2.3% | -0.8% | -1.5% | -1.0% |
| 30D | +2.7% | +0.6% | +2.0% | +1.5% |
| 3M | +7.4% | +7.5% | -0.1% | -5.1% |
| 6M | +16.0% | +13.0% | +3.0% | -5.0% |
| YTD | +40.9% | +18.3% | +22.6% | +6.8% |
| 1Y | +56.4% | +26.7% | +29.7% | +5.6% |
| 3Y | +84.2% | +89.6% | -5.4% | -36.9% |
| 5Y | +114.6% | +98.2% | +16.4% | -29.4% |
| All | +612.2% | +169.9% | +442.3% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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