+352.0%
FCX vs EOSE
-57.1%
+409.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.8% | -5.5% | +4.1% |
| 7D | +5.7% | +41.4% | -35.7% | +1.5% |
| 30D | +10.1% | +3.6% | +6.4% | +9.2% |
| 3M | +20.2% | -35.7% | +55.9% | +24.7% |
| 6M | +29.7% | -29.9% | +59.5% | +32.0% |
| YTD | +51.9% | -62.5% | +114.4% | +61.8% |
| 1Y | +66.0% | -37.4% | +103.4% | +65.0% |
| 3Y | +102.7% | +55.8% | +46.9% | +65.3% |
| 5Y | +138.9% | -67.8% | +206.7% | +97.7% |
| All | +352.0% | -57.1% | +409.2% | +303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling