+59.6%
FCX vs ELF
-17.5%
+77.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | -4.9% | +5.4% | -10.2% | -5.6% |
| 30D | +4.8% | +27.0% | -22.2% | +1.2% |
| 3M | +4.6% | +113.2% | -108.6% | -6.4% |
| 6M | +10.8% | +36.6% | -25.8% | +5.5% |
| YTD | +44.2% | +44.2% | 0.0% | +33.9% |
| 1Y | +59.6% | -18.0% | +77.6% | +65.0% |
| All | +59.6% | -17.5% | +77.1% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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