+373.5%
FCX vs EOG
+141.0%
+232.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.9% |
| 7D | -0.3% | +7.6% | -7.9% | -4.2% |
| 30D | -14.7% | +3.4% | -18.1% | -16.7% |
| 3M | -11.2% | +12.7% | -23.9% | -17.7% |
| 6M | -11.4% | +19.0% | -30.4% | -21.9% |
| YTD | +17.7% | +55.6% | -37.8% | -13.2% |
| 1Y | +47.5% | +49.5% | -2.1% | +11.1% |
| 3Y | +83.9% | +43.2% | +40.7% | +40.1% |
| 5Y | +54.0% | +111.8% | -57.9% | -9.9% |
| All | +373.5% | +141.0% | +232.6% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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