+386.3%
FCX vs EIX
+33.0%
+353.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -2.4% | +1.0% | -3.3% | -2.7% |
| 30D | -18.0% | +8.9% | -26.8% | -20.7% |
| 3M | -14.3% | -9.8% | -4.5% | -13.0% |
| 6M | -1.7% | -10.2% | +8.5% | -0.7% |
| YTD | +19.8% | +5.9% | +13.9% | +12.0% |
| 1Y | +48.6% | +10.9% | +37.8% | +35.9% |
| 3Y | +85.8% | +10.2% | +75.6% | +64.6% |
| 5Y | +72.2% | +17.0% | +55.2% | +47.0% |
| 10Y | +386.3% | +35.1% | +351.2% | +270.7% |
| All | +386.3% | +33.0% | +353.3% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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