-11.4%
FCX vs EFX
+15.1%
-26.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -1.9% |
| 7D | -0.3% | -0.8% | +0.5% | -0.4% |
| 30D | -14.7% | +25.1% | -39.8% | -11.4% |
| 3M | -11.2% | +1.7% | -12.8% | -11.2% |
| 6M | -11.4% | +18.4% | -29.8% | -8.9% |
| All | -11.4% | +15.1% | -26.5% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling