+61.5%
FCX vs EXC
+41.2%
+20.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.0% |
| 7D | -4.9% | -1.2% | -3.7% | -4.7% |
| 30D | -17.1% | +10.0% | -27.1% | -18.9% |
| 3M | -12.7% | +1.6% | -14.3% | -13.1% |
| 6M | -2.0% | +3.3% | -5.2% | -3.2% |
| YTD | +18.1% | +7.6% | +10.5% | +14.3% |
| 1Y | +55.2% | +3.5% | +51.7% | +52.0% |
| 3Y | +74.3% | +27.7% | +46.7% | +53.2% |
| All | +61.5% | +41.2% | +20.3% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling