+830.5%
FCX vs EL
+1,845.6%
-1,015.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +3.7% |
| 7D | -1.0% | +8.0% | -9.0% | -4.3% |
| 30D | -15.2% | +15.4% | -30.6% | -20.7% |
| 3M | -10.3% | +28.5% | -38.8% | -20.4% |
| 6M | +1.6% | +32.2% | -30.7% | -12.1% |
| YTD | +23.9% | +9.2% | +14.7% | +13.6% |
| 1Y | +58.0% | +30.8% | +27.2% | +33.2% |
| 3Y | +94.6% | +3.7% | +90.9% | +68.5% |
| 5Y | +70.4% | -64.8% | +135.2% | +136.7% |
| 10Y | +430.7% | +60.0% | +370.6% | +283.8% |
| All | +830.5% | +1,845.6% | -1,015.2% | +268.7% |
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