+1,015.5%
FCX vs EVRG
+1,107.3%
-91.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -4.9% | +1.1% | -6.0% | -5.4% |
| 30D | +4.8% | -1.0% | +5.8% | +5.1% |
| 3M | +4.6% | +0.4% | +4.2% | +3.9% |
| 6M | +10.8% | -0.8% | +11.7% | +10.4% |
| YTD | +44.2% | +15.3% | +28.9% | +33.6% |
| 1Y | +59.6% | +17.9% | +41.7% | +46.0% |
| 3Y | +82.2% | +71.9% | +10.3% | +38.0% |
| 5Y | +115.6% | +45.3% | +70.4% | +74.7% |
| 10Y | +670.6% | +113.1% | +557.5% | +391.6% |
| All | +1,015.5% | +1,107.3% | -91.9% | +217.4% |
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