+701.1%
FCX vs EXC
+154.0%
+547.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.0% |
| 7D | +5.7% | +1.2% | +4.5% | +5.1% |
| 30D | +10.1% | -2.7% | +12.8% | +11.3% |
| 3M | +20.2% | -1.0% | +21.1% | +19.9% |
| 6M | +29.7% | -9.3% | +38.9% | +34.2% |
| YTD | +51.9% | +3.6% | +48.3% | +46.1% |
| 1Y | +66.0% | +5.9% | +60.1% | +57.2% |
| 3Y | +102.7% | +21.3% | +81.5% | +72.5% |
| 5Y | +138.9% | +46.2% | +92.7% | +78.6% |
| 10Y | +701.1% | +151.5% | +549.6% | +398.9% |
| All | +701.1% | +154.0% | +547.0% | +398.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling