+386.3%
FCX vs ELF
+357.0%
+29.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -2.4% | +6.3% | -8.7% | -3.5% |
| 30D | -18.0% | +8.5% | -26.5% | -19.3% |
| 3M | -14.3% | +24.4% | -38.7% | -18.1% |
| 6M | -1.7% | +94.7% | -96.4% | -15.1% |
| YTD | +19.8% | +55.9% | -36.0% | +6.8% |
| 1Y | +48.6% | +48.4% | +0.2% | +33.6% |
| 3Y | +85.8% | +24.6% | +61.2% | +52.3% |
| 5Y | +72.2% | +285.0% | -212.8% | -2.0% |
| 10Y | +386.3% | +357.2% | +29.1% | +133.5% |
| All | +386.3% | +357.0% | +29.3% | +133.5% |
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