+472.7%
FCX vs EFV
+258.8%
+213.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.4% |
| 7D | -4.9% | +1.5% | -6.4% | -7.0% |
| 30D | +4.8% | +1.7% | +3.1% | +2.1% |
| 3M | +4.6% | +8.6% | -4.0% | -7.0% |
| 6M | +10.8% | +11.7% | -0.9% | -4.7% |
| YTD | +44.2% | +19.3% | +24.9% | +12.3% |
| 1Y | +59.6% | +30.2% | +29.4% | +9.3% |
| 3Y | +82.2% | +91.6% | -9.3% | -28.5% |
| 5Y | +115.6% | +96.4% | +19.2% | -14.9% |
| 10Y | +670.6% | +166.5% | +504.1% | +120.7% |
| All | +472.7% | +258.8% | +213.8% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling