+670.9%
FCX vs ELF
+317.0%
+353.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +0.3% |
| 7D | +3.1% | -6.8% | +9.9% | +4.5% |
| 30D | +8.1% | +5.1% | +3.0% | +6.9% |
| 3M | +18.9% | +79.8% | -60.8% | +4.9% |
| 6M | +26.6% | +29.7% | -3.1% | +18.3% |
| YTD | +51.2% | +31.6% | +19.5% | +39.3% |
| 1Y | +75.6% | -27.9% | +103.5% | +80.3% |
| 3Y | +101.7% | -26.4% | +128.1% | +86.1% |
| 5Y | +134.6% | +235.6% | -101.0% | +36.7% |
| All | +670.9% | +317.0% | +353.9% | +283.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling