+75.6%
FCX vs EIX
+13.6%
+61.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | +3.1% | +4.1% | -1.0% | +3.0% |
| 30D | +8.1% | -15.3% | +23.4% | +8.8% |
| 3M | +18.9% | -18.4% | +37.4% | +20.5% |
| 6M | +26.6% | -16.8% | +43.4% | +27.5% |
| YTD | +51.2% | -0.6% | +51.7% | +47.4% |
| 1Y | +75.6% | +10.7% | +64.9% | +61.4% |
| All | +75.6% | +13.6% | +61.9% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling