+373.5%
FCX vs EXC
+205.3%
+168.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.6% |
| 7D | -0.3% | +1.4% | -1.7% | -0.9% |
| 30D | -14.7% | +8.6% | -23.3% | -18.2% |
| 3M | -11.2% | +2.4% | -13.6% | -12.6% |
| 6M | -11.4% | +6.5% | -17.8% | -15.1% |
| YTD | +17.7% | +9.0% | +8.7% | +10.1% |
| 1Y | +47.5% | +4.6% | +42.9% | +40.7% |
| 3Y | +83.9% | +33.5% | +50.4% | +47.8% |
| 5Y | +54.0% | +41.4% | +12.6% | +17.7% |
| All | +373.5% | +205.3% | +168.2% | +176.2% |
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