+654.5%
FCX vs EQX
+232.0%
+422.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -2.3% | -3.2% | +0.9% | -1.2% |
| 30D | +2.7% | +7.8% | -5.1% | +0.2% |
| 3M | +7.4% | +21.3% | -13.9% | +0.7% |
| 6M | +16.0% | -22.4% | +38.4% | +24.2% |
| YTD | +40.9% | -11.3% | +52.2% | +43.8% |
| 1Y | +56.4% | +13.5% | +42.9% | +47.3% |
| 3Y | +84.2% | +162.1% | -77.9% | +27.9% |
| 5Y | +114.6% | +84.2% | +30.4% | +52.8% |
| All | +654.5% | +232.0% | +422.5% | +525.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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