+162.6%
FCX vs EXE
+187.5%
-24.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +3.1% | -2.7% | +5.8% | +4.4% |
| 30D | +8.1% | -0.4% | +8.5% | +8.1% |
| 3M | +18.9% | +9.5% | +9.4% | +13.6% |
| 6M | +26.6% | -9.3% | +36.0% | +30.5% |
| YTD | +51.2% | -10.9% | +62.1% | +55.4% |
| 1Y | +75.6% | +4.3% | +71.3% | +64.5% |
| 3Y | +101.7% | +18.8% | +82.9% | +71.8% |
| 5Y | +134.6% | +101.4% | +33.2% | +43.7% |
| All | +162.6% | +187.5% | -24.9% | +23.9% |
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