+373.5%
FCX vs ENTG
+757.2%
-383.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -0.2% |
| 7D | -0.3% | +15.2% | -15.5% | -6.9% |
| 30D | -14.7% | -3.6% | -11.1% | -14.5% |
| 3M | -11.2% | -10.0% | -1.2% | -8.8% |
| 6M | -11.4% | +1.8% | -13.2% | -17.4% |
| YTD | +17.7% | +75.5% | -57.8% | -17.7% |
| 1Y | +47.5% | +82.4% | -34.9% | +0.6% |
| 3Y | +83.9% | +58.5% | +25.4% | +24.6% |
| 5Y | +54.0% | +0.4% | +53.6% | +20.7% |
| All | +373.5% | +757.2% | -383.7% | +12.6% |
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