+484.9%
FCX vs ELAN
-27.0%
+511.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.1% |
| 7D | +3.1% | -4.6% | +7.7% | +4.8% |
| 30D | +8.1% | +5.7% | +2.4% | +5.8% |
| 3M | +18.9% | -3.9% | +22.8% | +19.7% |
| 6M | +26.6% | -1.6% | +28.2% | +25.1% |
| YTD | +51.2% | +4.1% | +47.1% | +46.1% |
| 1Y | +75.6% | +25.5% | +50.0% | +57.4% |
| 3Y | +101.7% | +103.2% | -1.5% | +35.9% |
| 5Y | +134.6% | -29.8% | +164.4% | +155.1% |
| All | +484.9% | -27.0% | +511.8% | +380.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling