+373.5%
FCX vs EL
+62.2%
+311.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -0.3% | +1.5% | -1.8% | -1.0% |
| 30D | -14.7% | +10.0% | -24.7% | -18.9% |
| 3M | -11.2% | +28.4% | -39.6% | -22.2% |
| 6M | -11.4% | +37.1% | -48.4% | -25.8% |
| YTD | +17.7% | +7.8% | +9.9% | +7.5% |
| 1Y | +47.5% | +26.0% | +21.4% | +23.5% |
| 3Y | +83.9% | +3.8% | +80.1% | +52.9% |
| 5Y | +54.0% | -65.2% | +119.1% | +151.9% |
| All | +373.5% | +62.2% | +311.4% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling