+395.9%
FCX vs EXEL
+354.7%
+41.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | -0.8% | -2.8% | +2.1% | 0.0% |
| 30D | -15.1% | +18.2% | -33.2% | -18.4% |
| 3M | -9.6% | +37.7% | -47.3% | -16.2% |
| 6M | -3.1% | +42.2% | -45.3% | -11.1% |
| YTD | +23.4% | +61.3% | -37.9% | +9.7% |
| 1Y | +52.7% | +64.5% | -11.8% | +35.0% |
| 3Y | +91.4% | +236.7% | -145.3% | +37.8% |
| 5Y | +62.7% | +296.3% | -233.6% | +10.2% |
| 10Y | +395.9% | +331.1% | +64.8% | +210.9% |
| All | +395.9% | +354.7% | +41.2% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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