+1,915.9%
FCX vs ELV
+2,594.5%
-678.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +1.0% | -1.3% | -0.8% |
| 30D | -14.7% | +0.4% | -15.1% | -15.2% |
| 3M | -11.2% | +8.4% | -19.5% | -15.0% |
| 6M | -11.4% | +8.4% | -19.8% | -16.1% |
| YTD | +17.7% | +24.4% | -6.6% | +2.7% |
| 1Y | +47.5% | +33.5% | +14.0% | +24.3% |
| 3Y | +83.9% | -2.1% | +86.0% | +69.1% |
| 5Y | +54.0% | +5.8% | +48.2% | +33.8% |
| 10Y | +372.9% | +268.9% | +104.0% | +115.6% |
| All | +1,915.9% | +2,594.5% | -678.5% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling