+20.2%
FCX vs EQT
+3.4%
+16.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.3% |
| 7D | +5.7% | -0.8% | +6.6% | +5.7% |
| 30D | +10.1% | +6.6% | +3.4% | +9.7% |
| 3M | +20.2% | +4.4% | +15.8% | +17.6% |
| All | +20.2% | +3.4% | +16.8% | +17.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling