+97.6%
FCX vs EFX
-12.7%
+110.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | +3.1% | -9.4% | +12.5% | +5.0% |
| 30D | +8.1% | -6.9% | +15.0% | +9.4% |
| 3M | +18.9% | +0.1% | +18.8% | +17.6% |
| 6M | +26.6% | -17.3% | +43.9% | +31.3% |
| YTD | +51.2% | -21.8% | +73.0% | +58.6% |
| 1Y | +75.6% | -32.5% | +108.1% | +94.0% |
| All | +97.6% | -12.7% | +110.3% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling