+75.6%
FCX vs ENB
+8.3%
+67.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.6% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +8.1% | -1.1% | +9.2% | +8.0% |
| 3M | +18.9% | -8.5% | +27.4% | +19.2% |
| 6M | +26.6% | -4.5% | +31.2% | +26.7% |
| YTD | +51.2% | +9.1% | +42.1% | +47.0% |
| 1Y | +75.6% | +8.0% | +67.6% | +68.1% |
| All | +75.6% | +8.3% | +67.2% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling