+663.9%
FCX vs ELV
+258.8%
+405.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | 0.0% |
| 7D | +3.1% | -2.2% | +5.3% | +3.9% |
| 30D | +8.1% | -0.2% | +8.3% | +8.0% |
| 3M | +18.9% | -6.1% | +25.0% | +21.1% |
| 6M | +26.6% | +42.8% | -16.2% | +7.5% |
| YTD | +51.2% | +14.4% | +36.8% | +38.6% |
| 1Y | +75.6% | +28.6% | +46.9% | +52.2% |
| 3Y | +101.7% | -7.4% | +109.1% | +92.6% |
| 5Y | +134.6% | +14.5% | +120.2% | +93.3% |
| All | +663.9% | +258.8% | +405.1% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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