+983.4%
FCX vs EL
+1,685.7%
-702.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.7% | -1.1% |
| 7D | -4.9% | +0.8% | -5.7% | -5.2% |
| 30D | +4.8% | +19.8% | -15.0% | -3.7% |
| 3M | +4.6% | +25.7% | -21.1% | -6.1% |
| 6M | +10.8% | +5.4% | +5.4% | +5.5% |
| YTD | +44.2% | +0.2% | +44.0% | +38.1% |
| 1Y | +59.6% | +20.4% | +39.1% | +40.0% |
| 3Y | +82.2% | -32.1% | +114.4% | +90.0% |
| 5Y | +115.6% | -67.2% | +182.8% | +209.8% |
| 10Y | +670.6% | +31.7% | +638.8% | +508.3% |
| All | +983.4% | +1,685.7% | -702.3% | +348.0% |
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