+56.4%
FCX vs ELAN
+25.6%
+30.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.3% | -5.4% | +3.1% | -0.7% |
| 30D | +2.7% | +4.7% | -2.0% | +1.3% |
| 3M | +7.4% | -3.7% | +11.0% | +7.9% |
| 6M | +16.0% | -1.2% | +17.2% | +14.3% |
| YTD | +40.9% | +2.4% | +38.5% | +38.8% |
| 1Y | +56.4% | +23.4% | +33.1% | +51.5% |
| All | +56.4% | +25.6% | +30.9% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling