+810.5%
FCX vs ETR
+3,170.1%
-2,359.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.3% | +1.2% | -1.5% | -0.8% |
| 30D | -14.7% | +7.0% | -21.7% | -17.6% |
| 3M | -11.2% | +4.6% | -15.8% | -13.3% |
| 6M | -11.4% | +0.1% | -11.5% | -11.9% |
| YTD | +17.7% | +23.2% | -5.5% | +5.0% |
| 1Y | +47.5% | +20.6% | +26.9% | +32.9% |
| 3Y | +83.9% | +156.3% | -72.4% | +10.7% |
| 5Y | +54.0% | +159.6% | -105.7% | -9.1% |
| 10Y | +372.9% | +377.1% | -4.2% | +96.7% |
| All | +810.5% | +3,170.1% | -2,359.6% | +208.6% |
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