+373.5%
FCX vs ELV
+268.6%
+105.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | -14.7% | +0.4% | -15.1% | -15.1% |
| 3M | -11.2% | +8.4% | -19.5% | -14.5% |
| 6M | -11.4% | +8.4% | -19.8% | -15.5% |
| YTD | +17.7% | +24.4% | -6.6% | +4.1% |
| 1Y | +47.5% | +33.5% | +14.0% | +26.3% |
| 3Y | +83.9% | -2.1% | +86.0% | +71.9% |
| 5Y | +54.0% | +5.8% | +48.2% | +34.5% |
| All | +373.5% | +268.6% | +105.0% | +126.1% |
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