+612.2%
FCX vs ETR
+296.9%
+315.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.3% | -1.8% | -0.5% | -1.4% |
| 30D | +2.7% | -1.8% | +4.4% | +3.4% |
| 3M | +7.4% | -3.6% | +11.0% | +8.9% |
| 6M | +16.0% | +2.6% | +13.4% | +13.7% |
| YTD | +40.9% | +16.0% | +24.9% | +30.6% |
| 1Y | +56.4% | +20.1% | +36.3% | +42.6% |
| 3Y | +84.2% | +143.6% | -59.4% | +18.3% |
| 5Y | +114.6% | +124.4% | -9.7% | +41.8% |
| All | +612.2% | +296.9% | +315.3% | +443.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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