+92.8%
FCX vs ENTG
+64.3%
+28.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.3% | -8.3% | -1.7% |
| 7D | -0.8% | +7.9% | -8.7% | -4.2% |
| 30D | -15.1% | -3.6% | -11.5% | -14.8% |
| 3M | -9.6% | +2.7% | -12.3% | -12.5% |
| 6M | -3.1% | +3.6% | -6.6% | -9.7% |
| YTD | +23.4% | +83.6% | -60.2% | -13.3% |
| 1Y | +52.7% | +84.9% | -32.2% | +6.4% |
| All | +92.8% | +64.3% | +28.6% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling