+47.5%
FCX vs ELF
+53.2%
-5.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.5% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | -14.7% | +9.1% | -23.8% | -15.7% |
| 3M | -11.2% | +28.2% | -39.3% | -13.8% |
| 6M | -11.4% | +119.5% | -130.9% | -18.2% |
| YTD | +17.7% | +55.2% | -37.4% | +7.9% |
| 1Y | +47.5% | +58.6% | -11.1% | +33.5% |
| All | +47.5% | +53.2% | -5.7% | +33.5% |
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 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