+138.9%
FCX vs EL
-67.4%
+206.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +6.1% |
| 7D | +5.7% | +1.7% | +4.0% | +5.0% |
| 30D | +10.1% | +15.5% | -5.4% | +3.8% |
| 3M | +20.2% | +20.6% | -0.4% | +11.3% |
| 6M | +29.7% | +10.5% | +19.2% | +22.3% |
| YTD | +51.9% | -1.9% | +53.8% | +47.9% |
| 1Y | +66.0% | +16.1% | +49.9% | +50.0% |
| 3Y | +102.7% | -30.2% | +133.0% | +111.0% |
| 5Y | +138.9% | -67.4% | +206.2% | +270.1% |
| All | +138.9% | -67.4% | +206.3% | +270.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling