+74.3%
FCX vs EXC
+26.3%
+48.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.3% |
| 7D | -4.9% | -1.2% | -3.7% | -5.0% |
| 30D | -17.1% | +10.0% | -27.1% | -16.0% |
| 3M | -12.7% | +1.6% | -14.3% | -12.3% |
| 6M | -2.0% | +3.3% | -5.2% | -1.5% |
| YTD | +18.1% | +7.6% | +10.5% | +18.7% |
| 1Y | +55.2% | +3.5% | +51.7% | +56.3% |
| 3Y | +74.3% | +27.7% | +46.7% | +64.5% |
| All | +74.3% | +26.3% | +48.1% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling