+373.5%
FCX vs ENB
+109.5%
+264.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.4% |
| 7D | -0.3% | +3.1% | -3.4% | -2.8% |
| 30D | -14.7% | +2.1% | -16.8% | -16.4% |
| 3M | -11.2% | -4.4% | -6.7% | -8.3% |
| 6M | -11.4% | -10.1% | -1.3% | -4.7% |
| YTD | +17.7% | +5.2% | +12.5% | +9.4% |
| 1Y | +47.5% | +4.2% | +43.2% | +38.0% |
| 3Y | +83.9% | +70.1% | +13.8% | +9.7% |
| 5Y | +54.0% | +59.4% | -5.4% | -0.3% |
| All | +373.5% | +109.5% | +264.1% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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