-3.1%
FCX vs EXE
-7.6%
+4.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +3.1% |
| 7D | -0.8% | +1.5% | -2.3% | -0.6% |
| 30D | -15.1% | -0.2% | -14.9% | -15.1% |
| 3M | -9.6% | -9.2% | -0.4% | -10.7% |
| 6M | -3.1% | -7.2% | +4.2% | -9.1% |
| All | -3.1% | -7.6% | +4.6% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling