+1,015.5%
FCX vs EIX
+848.0%
+167.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -4.9% | -19.1% | +14.2% | +0.2% |
| 30D | +4.8% | -16.9% | +21.7% | +9.1% |
| 3M | +4.6% | -20.0% | +24.6% | +9.9% |
| 6M | +10.8% | -21.3% | +32.1% | +17.0% |
| YTD | +44.2% | -1.7% | +45.9% | +40.9% |
| 1Y | +59.6% | +9.6% | +50.0% | +50.0% |
| 3Y | +82.2% | -3.7% | +85.9% | +75.7% |
| 5Y | +115.6% | +22.6% | +93.0% | +91.7% |
| 10Y | +670.6% | +17.7% | +652.9% | +570.8% |
| All | +1,015.5% | +848.0% | +167.5% | +519.4% |
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 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