+1,015.5%
FCX vs EXC
+1,360.8%
-345.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | +4.8% | -3.7% | +8.5% | +6.6% |
| 3M | +4.6% | -1.3% | +5.9% | +4.4% |
| 6M | +10.8% | -9.7% | +20.5% | +15.1% |
| YTD | +44.2% | +2.9% | +41.3% | +39.0% |
| 1Y | +59.6% | +4.4% | +55.2% | +52.2% |
| 3Y | +82.2% | +22.2% | +60.0% | +54.9% |
| 5Y | +115.6% | +46.7% | +68.9% | +63.9% |
| 10Y | +670.6% | +155.3% | +515.2% | +321.4% |
| All | +1,015.5% | +1,360.8% | -345.3% | +462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling