+854.8%
FCX vs EIX
+917.1%
-62.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.2% |
| 7D | -0.8% | -2.5% | +1.8% | +0.1% |
| 30D | -15.1% | +7.7% | -22.8% | -17.1% |
| 3M | -9.6% | -12.9% | +3.2% | -7.3% |
| 6M | -3.1% | -12.7% | +9.6% | -1.2% |
| YTD | +23.4% | +5.5% | +18.0% | +17.8% |
| 1Y | +52.7% | +9.4% | +43.3% | +43.8% |
| 3Y | +91.4% | +9.7% | +81.7% | +76.7% |
| 5Y | +62.7% | +16.9% | +45.8% | +46.9% |
| 10Y | +395.9% | +34.3% | +361.6% | +313.8% |
| All | +854.8% | +917.1% | -62.3% | +417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling