+1,015.5%
FCX vs ETR
+3,036.8%
-2,021.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -4.9% | +1.4% | -6.3% | -5.6% |
| 30D | +4.8% | +1.0% | +3.8% | +4.1% |
| 3M | +4.6% | -1.3% | +5.9% | +4.8% |
| 6M | +10.8% | +1.9% | +8.9% | +8.7% |
| YTD | +44.2% | +18.2% | +26.1% | +31.4% |
| 1Y | +59.6% | +24.7% | +34.9% | +41.3% |
| 3Y | +82.2% | +150.7% | -68.4% | +10.8% |
| 5Y | +115.6% | +127.0% | -11.4% | +35.6% |
| 10Y | +670.6% | +295.5% | +375.1% | +252.8% |
| All | +1,015.5% | +3,036.8% | -2,021.3% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling