+134.6%
FCX vs ELV
+14.8%
+119.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | +3.1% | -2.2% | +5.3% | +3.5% |
| 30D | +8.1% | -0.2% | +8.3% | +8.1% |
| 3M | +18.9% | -6.1% | +25.0% | +19.9% |
| 6M | +26.6% | +42.8% | -16.2% | +17.1% |
| YTD | +51.2% | +14.4% | +36.8% | +45.3% |
| 1Y | +75.6% | +28.6% | +46.9% | +63.9% |
| 3Y | +101.7% | -7.4% | +109.1% | +99.5% |
| 5Y | +134.6% | +14.5% | +120.2% | +103.1% |
| All | +134.6% | +14.8% | +119.9% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling