+138.9%
FCX vs ENB
+71.0%
+67.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.6% | +4.7% |
| 7D | +5.7% | -0.5% | +6.2% | +6.1% |
| 30D | +10.1% | -0.2% | +10.3% | +9.9% |
| 3M | +20.2% | -7.5% | +27.7% | +27.0% |
| 6M | +29.7% | -4.1% | +33.8% | +31.7% |
| YTD | +51.9% | +9.8% | +42.1% | +34.7% |
| 1Y | +66.0% | +8.7% | +57.3% | +48.1% |
| 3Y | +102.7% | +79.0% | +23.8% | +3.5% |
| 5Y | +138.9% | +69.1% | +69.8% | +30.0% |
| All | +138.9% | +71.0% | +67.8% | +30.0% |
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