+115.8%
FCX vs ETN
+185.4%
-69.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.7% |
| 7D | -2.3% | +3.5% | -5.8% | -4.4% |
| 30D | +2.7% | -7.5% | +10.2% | +7.6% |
| 3M | +7.4% | +8.3% | -0.9% | +0.8% |
| 6M | +16.0% | +20.2% | -4.2% | +1.4% |
| YTD | +40.9% | +34.7% | +6.3% | +14.2% |
| 1Y | +56.4% | +19.4% | +37.0% | +36.4% |
| 3Y | +84.2% | +85.5% | -1.3% | +10.7% |
| All | +115.8% | +185.4% | -69.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 5y: compounded portfolio wealth divided by compounded ETN 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…
5y analysis · Full analysis span regression · 6 months rolling