+60.3%
FCX vs EFX
-7.5%
+67.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | +1.6% |
| 7D | -6.0% | +9.2% | -15.2% | -4.9% |
| 30D | -13.6% | +34.8% | -48.4% | -10.5% |
| 3M | -6.8% | +8.8% | -15.6% | -5.6% |
| 6M | +13.2% | +12.3% | +0.9% | +15.5% |
| YTD | +24.4% | -10.6% | +35.0% | +27.2% |
| 1Y | +60.3% | -6.7% | +67.0% | +60.9% |
| All | +60.3% | -7.5% | +67.8% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling