+150.5%
FCX vs EXE
+191.4%
-40.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | +4.8% | +8.5% | -3.6% | +0.9% |
| 3M | +4.6% | +5.5% | -0.8% | +1.7% |
| 6M | +10.8% | -5.9% | +16.7% | +12.3% |
| YTD | +44.2% | -9.7% | +53.9% | +47.4% |
| 1Y | +59.6% | +3.6% | +56.0% | +50.2% |
| 3Y | +82.2% | +18.0% | +64.2% | +56.0% |
| 5Y | +115.6% | +109.4% | +6.2% | +29.0% |
| All | +150.5% | +191.4% | -40.8% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling