+613.6%
FCX vs EL
+25.3%
+588.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -5.4% |
| 7D | -1.9% | -4.4% | +2.5% | +0.2% |
| 30D | +3.4% | +10.3% | -6.9% | -1.9% |
| 3M | +15.0% | +13.4% | +1.6% | +7.3% |
| 6M | +14.6% | +3.1% | +11.6% | +9.6% |
| YTD | +41.2% | -6.9% | +48.1% | +39.3% |
| 1Y | +60.4% | +11.9% | +48.5% | +42.6% |
| 3Y | +88.4% | -33.8% | +122.2% | +101.5% |
| 5Y | +115.0% | -69.0% | +184.0% | +268.8% |
| All | +613.6% | +25.3% | +588.3% | +460.2% |
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