+395.9%
FCX vs ELF
+335.0%
+60.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.8% | +4.3% | -5.0% | -1.6% |
| 30D | -15.1% | +7.7% | -22.8% | -16.3% |
| 3M | -9.6% | +24.7% | -34.3% | -13.7% |
| 6M | -3.1% | +114.6% | -117.7% | -17.7% |
| YTD | +23.4% | +55.8% | -32.3% | +10.0% |
| 1Y | +52.7% | +51.9% | +0.7% | +36.6% |
| 3Y | +91.4% | +24.6% | +66.8% | +56.8% |
| 5Y | +62.7% | +279.2% | -216.4% | -7.0% |
| 10Y | +395.9% | +338.7% | +57.1% | +139.5% |
| All | +395.9% | +335.0% | +60.8% | +139.5% |
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