+115.0%
FCX vs EOSE
-70.2%
+185.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.9% | -2.7% | -6.1% |
| 7D | -1.9% | +14.0% | -15.9% | -3.4% |
| 30D | +3.4% | -5.9% | +9.3% | +3.7% |
| 3M | +15.0% | -34.3% | +49.3% | +19.2% |
| 6M | +14.6% | -37.8% | +52.4% | +18.2% |
| YTD | +41.2% | -65.2% | +106.4% | +51.7% |
| 1Y | +60.4% | -41.9% | +102.3% | +60.9% |
| 3Y | +88.4% | +44.6% | +43.9% | +55.2% |
| 5Y | +115.0% | -69.2% | +184.2% | +109.1% |
| All | +115.0% | -70.2% | +185.3% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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