+97.6%
FCX vs ETR
+148.1%
-50.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +8.1% | +2.0% | +6.1% | +7.4% |
| 3M | +18.9% | -1.7% | +20.6% | +19.4% |
| 6M | +26.6% | +3.6% | +23.0% | +24.2% |
| YTD | +51.2% | +18.0% | +33.1% | +42.0% |
| 1Y | +75.6% | +26.2% | +49.3% | +61.6% |
| All | +97.6% | +148.1% | -50.5% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling