+138.9%
FCX vs ELF
+239.6%
-100.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.9% | +10.2% | +6.1% |
| 7D | +5.7% | -1.2% | +6.9% | +5.8% |
| 30D | +10.1% | +5.9% | +4.1% | +9.0% |
| 3M | +20.2% | +99.5% | -79.3% | +7.6% |
| 6M | +29.7% | +26.5% | +3.1% | +23.8% |
| YTD | +51.9% | +37.2% | +14.8% | +42.0% |
| 1Y | +66.0% | -24.4% | +90.4% | +68.6% |
| 3Y | +102.7% | -23.3% | +126.1% | +85.7% |
| 5Y | +138.9% | +245.2% | -106.3% | +23.4% |
| All | +138.9% | +239.6% | -100.7% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling