+85.5%
FCX vs ELF
+19.0%
+66.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.9% |
| 7D | -4.9% | +4.0% | -8.9% | -5.3% |
| 30D | -17.1% | +10.6% | -27.7% | -18.2% |
| 3M | -12.7% | +25.8% | -38.5% | -15.2% |
| 6M | -2.0% | +89.1% | -91.0% | -9.9% |
| YTD | +18.1% | +52.7% | -34.7% | +10.3% |
| 1Y | +55.2% | +51.7% | +3.4% | +44.9% |
| All | +85.5% | +19.0% | +66.5% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling