+90.2%
FCX vs ENB
+79.0%
+11.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | +4.8% | -2.2% | +7.0% | +5.7% |
| 3M | +4.6% | -10.5% | +15.1% | +10.0% |
| 6M | +10.8% | -5.1% | +15.9% | +12.3% |
| YTD | +44.2% | +9.0% | +35.3% | +33.3% |
| 1Y | +59.6% | +8.2% | +51.4% | +47.8% |
| All | +90.2% | +79.0% | +11.2% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling