+1,069.2%
FCX vs EQT
+2,400.3%
-1,331.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +3.1% | -2.0% | +5.1% | +4.1% |
| 30D | +8.1% | +1.0% | +7.1% | +7.4% |
| 3M | +18.9% | +4.0% | +14.9% | +15.9% |
| 6M | +26.6% | -11.7% | +38.3% | +32.3% |
| YTD | +51.2% | +2.8% | +48.3% | +45.7% |
| 1Y | +75.6% | +10.0% | +65.6% | +61.7% |
| 3Y | +101.7% | +34.1% | +67.6% | +60.8% |
| 5Y | +134.6% | +195.3% | -60.6% | +14.6% |
| 10Y | +724.2% | +51.6% | +672.6% | +331.9% |
| All | +1,069.2% | +2,400.3% | -1,331.2% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling