+810.5%
FCX vs EFX
+2,691.0%
-1,880.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | -14.7% | +25.1% | -39.8% | -23.5% |
| 3M | -11.2% | +1.7% | -12.8% | -13.4% |
| 6M | -11.4% | +18.4% | -29.8% | -20.8% |
| YTD | +17.7% | -12.5% | +30.2% | +17.6% |
| 1Y | +47.5% | -8.1% | +55.6% | +44.0% |
| 3Y | +83.9% | +4.8% | +79.1% | +62.5% |
| 5Y | +54.0% | -30.1% | +84.1% | +59.5% |
| 10Y | +372.9% | +81.5% | +291.4% | +200.9% |
| All | +810.5% | +2,691.0% | -1,880.5% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling