+613.6%
FCX vs EFX
+41.8%
+571.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -1.9% | -11.1% | +9.3% | +2.7% |
| 30D | +3.4% | -7.4% | +10.8% | +6.1% |
| 3M | +15.0% | +1.5% | +13.5% | +11.9% |
| 6M | +14.6% | -13.7% | +28.3% | +18.8% |
| YTD | +41.2% | -21.9% | +63.1% | +50.4% |
| 1Y | +60.4% | -30.8% | +91.2% | +80.2% |
| 3Y | +88.4% | -12.4% | +100.8% | +80.1% |
| 5Y | +115.0% | -35.9% | +151.0% | +133.3% |
| All | +613.6% | +41.8% | +571.8% | +427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling