+1,015.5%
FCX vs EFX
+2,526.8%
-1,511.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +3.0% |
| 7D | -4.9% | -8.6% | +3.8% | -1.2% |
| 30D | +4.8% | +0.1% | +4.7% | +4.3% |
| 3M | +4.6% | +3.8% | +0.8% | +0.7% |
| 6M | +10.8% | -13.5% | +24.3% | +14.8% |
| YTD | +44.2% | -17.7% | +61.9% | +50.2% |
| 1Y | +59.6% | -25.6% | +85.1% | +73.2% |
| 3Y | +82.2% | -12.1% | +94.3% | +76.6% |
| 5Y | +115.6% | -33.8% | +149.4% | +131.7% |
| 10Y | +670.6% | +45.1% | +625.4% | +448.8% |
| All | +1,015.5% | +2,526.8% | -1,511.3% | +292.4% |
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 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