+114.4%
FCX vs EXE
+163.8%
-49.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.4% |
| 30D | -15.1% | -0.2% | -14.9% | -15.1% |
| 3M | -9.6% | -9.2% | -0.4% | -6.2% |
| 6M | -3.1% | -7.2% | +4.2% | -1.1% |
| YTD | +23.4% | -18.3% | +41.7% | +31.2% |
| 1Y | +52.7% | -23.6% | +76.3% | +67.6% |
| 3Y | +91.4% | +21.9% | +69.5% | +58.9% |
| 5Y | +62.7% | +73.7% | -10.9% | +8.0% |
| All | +114.4% | +163.8% | -49.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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