+1,069.2%
FCX vs ETN
+8,006.2%
-6,937.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.7% |
| 7D | +3.1% | +6.2% | -3.1% | -1.5% |
| 30D | +8.1% | -6.7% | +14.8% | +13.4% |
| 3M | +18.9% | +3.6% | +15.3% | +13.9% |
| 6M | +26.6% | +18.3% | +8.3% | +9.2% |
| YTD | +51.2% | +31.5% | +19.7% | +19.9% |
| 1Y | +75.6% | +20.6% | +55.0% | +47.6% |
| 3Y | +101.7% | +82.5% | +19.2% | +16.8% |
| 5Y | +134.6% | +177.8% | -43.1% | -3.3% |
| 10Y | +724.2% | +705.0% | +19.1% | +63.5% |
| All | +1,069.2% | +8,006.2% | -6,937.0% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling