+810.5%
FCX vs EVRG
+1,214.6%
-404.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -0.3% | +1.4% | -1.7% | -1.0% |
| 30D | -14.7% | +7.4% | -22.1% | -17.7% |
| 3M | -11.2% | +7.2% | -18.4% | -14.4% |
| 6M | -11.4% | +9.5% | -20.9% | -15.7% |
| YTD | +17.7% | +25.6% | -7.9% | +4.6% |
| 1Y | +47.5% | +20.4% | +27.1% | +33.5% |
| 3Y | +83.9% | +108.8% | -24.9% | +26.9% |
| 5Y | +54.0% | +68.0% | -14.0% | +16.6% |
| 10Y | +372.9% | +124.6% | +248.3% | +193.8% |
| All | +810.5% | +1,214.6% | -404.0% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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