+70.4%
FCX vs EL
-65.0%
+135.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +3.8% |
| 7D | -1.0% | +8.0% | -9.0% | -3.8% |
| 30D | -15.2% | +15.4% | -30.6% | -20.0% |
| 3M | -10.3% | +28.5% | -38.8% | -19.0% |
| 6M | +1.6% | +32.2% | -30.7% | -10.2% |
| YTD | +23.9% | +9.2% | +14.7% | +15.4% |
| 1Y | +58.0% | +30.8% | +27.2% | +36.0% |
| 3Y | +94.6% | +3.7% | +90.9% | +68.0% |
| 5Y | +70.4% | -64.8% | +135.2% | +153.4% |
| All | +70.4% | -65.0% | +135.4% | +153.4% |
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