+138.9%
FCX vs EIX
+28.1%
+110.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.5% | +0.8% | +3.9% |
| 7D | +5.7% | +0.9% | +4.8% | +5.3% |
| 30D | +10.1% | -13.5% | +23.6% | +13.2% |
| 3M | +20.2% | -15.3% | +35.4% | +24.1% |
| 6M | +29.7% | -15.3% | +45.0% | +33.6% |
| YTD | +51.9% | +2.7% | +49.2% | +43.4% |
| 1Y | +66.0% | +17.4% | +48.5% | +47.0% |
| 3Y | +102.7% | -1.3% | +104.1% | +86.0% |
| 5Y | +138.9% | +27.2% | +111.7% | +77.3% |
| All | +138.9% | +28.1% | +110.8% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling