+858.0%
FCX vs EIX
+920.8%
-62.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -15.2% | +8.8% | -24.0% | -17.5% |
| 3M | -10.3% | -10.9% | +0.6% | -8.7% |
| 6M | +1.6% | -10.3% | +11.9% | +2.7% |
| YTD | +23.9% | +5.8% | +18.0% | +18.1% |
| 1Y | +58.0% | +11.4% | +46.7% | +48.0% |
| 3Y | +94.6% | +11.1% | +83.5% | +79.0% |
| 5Y | +70.4% | +18.5% | +51.9% | +53.1% |
| 10Y | +430.7% | +32.2% | +398.4% | +344.7% |
| All | +858.0% | +920.8% | -62.8% | +419.1% |
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