+70.4%
FCX vs ENB
+51.1%
+19.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.0% |
| 7D | -1.0% | -3.7% | +2.6% | +2.0% |
| 30D | -15.2% | +1.7% | -17.0% | -16.6% |
| 3M | -10.3% | -6.3% | -4.0% | -5.8% |
| 6M | +1.6% | -9.2% | +10.8% | +8.1% |
| YTD | +23.9% | +3.1% | +20.8% | +15.3% |
| 1Y | +58.0% | +3.4% | +54.7% | +46.7% |
| 3Y | +94.6% | +68.9% | +25.7% | +3.3% |
| 5Y | +70.4% | +51.7% | +18.7% | +7.6% |
| All | +70.4% | +51.1% | +19.3% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling