+130.2%
FCX vs EFV
+94.7%
+35.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +1.1% |
| 7D | +3.1% | -0.5% | +3.6% | +3.9% |
| 30D | +8.1% | 0.0% | +8.1% | +8.1% |
| 3M | +18.9% | +8.4% | +10.5% | +3.8% |
| 6M | +26.6% | +12.3% | +14.3% | +4.9% |
| YTD | +51.2% | +17.4% | +33.8% | +16.2% |
| 1Y | +75.6% | +27.1% | +48.4% | +18.2% |
| 3Y | +101.7% | +90.7% | +11.0% | -30.9% |
| All | +130.2% | +94.7% | +35.6% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling