+134.6%
FCX vs ETR
+122.8%
+11.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.1% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +8.1% | +2.0% | +6.1% | +7.2% |
| 3M | +18.9% | -1.7% | +20.6% | +19.4% |
| 6M | +26.6% | +3.6% | +23.0% | +23.9% |
| YTD | +51.2% | +18.0% | +33.1% | +40.6% |
| 1Y | +75.6% | +26.2% | +49.3% | +59.2% |
| 3Y | +101.7% | +148.0% | -46.3% | +37.5% |
| 5Y | +134.6% | +126.1% | +8.6% | +67.9% |
| All | +134.6% | +122.8% | +11.9% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling