+613.6%
FCX vs EQT
+52.9%
+560.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.8% |
| 7D | -1.9% | -1.2% | -0.7% | -1.5% |
| 30D | +3.4% | +1.1% | +2.3% | +3.0% |
| 3M | +15.0% | +4.8% | +10.2% | +12.9% |
| 6M | +14.6% | -10.6% | +25.2% | +17.6% |
| YTD | +41.2% | +3.4% | +37.8% | +37.8% |
| 1Y | +60.4% | +8.7% | +51.7% | +53.0% |
| 3Y | +88.4% | +35.0% | +53.5% | +64.0% |
| 5Y | +115.0% | +204.2% | -89.2% | +42.3% |
| All | +613.6% | +52.9% | +560.7% | +461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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