+827.3%
FCX vs EL
+1,831.4%
-1,004.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.4% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | -15.1% | +12.3% | -27.3% | -19.6% |
| 3M | -9.6% | +28.4% | -38.0% | -19.8% |
| 6M | -3.1% | +36.7% | -39.8% | -17.3% |
| YTD | +23.4% | +8.4% | +15.1% | +13.6% |
| 1Y | +52.7% | +25.4% | +27.2% | +31.1% |
| 3Y | +91.4% | +3.4% | +88.0% | +65.8% |
| 5Y | +62.7% | -64.8% | +127.5% | +126.0% |
| 10Y | +395.9% | +63.0% | +332.9% | +256.3% |
| All | +827.3% | +1,831.4% | -1,004.0% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling