+613.6%
FCX vs ENTG
+778.5%
-164.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.9% | -2.6% | -4.7% |
| 7D | -1.9% | +5.1% | -7.0% | -4.2% |
| 30D | +3.4% | -8.5% | +11.9% | +7.1% |
| 3M | +15.0% | +6.7% | +8.3% | +6.4% |
| 6M | +14.6% | +17.7% | -3.1% | +0.4% |
| YTD | +41.2% | +63.5% | -22.3% | +3.8% |
| 1Y | +60.4% | +73.6% | -13.2% | +12.4% |
| 3Y | +88.4% | +44.6% | +43.9% | +34.7% |
| 5Y | +115.0% | +16.1% | +98.9% | +55.1% |
| All | +613.6% | +778.5% | -164.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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