+289.1%
FCX vs ET
+1,435.7%
-1,146.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | +10.1% | +6.9% | +3.2% | +6.0% |
| 3M | +20.2% | +13.1% | +7.1% | +11.8% |
| 6M | +29.7% | +18.7% | +11.0% | +16.8% |
| YTD | +51.9% | +37.4% | +14.5% | +26.2% |
| 1Y | +66.0% | +34.8% | +31.2% | +38.9% |
| 3Y | +102.7% | +96.8% | +5.9% | +37.7% |
| 5Y | +138.9% | +238.2% | -99.4% | +22.0% |
| 10Y | +701.1% | +159.4% | +541.6% | +321.5% |
| All | +289.1% | +1,435.7% | -1,146.6% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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