+724.2%
FCX vs EXEL
+378.5%
+345.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.8% |
| 7D | +3.1% | -0.3% | +3.5% | +3.1% |
| 30D | +8.1% | +10.1% | -2.0% | +5.7% |
| 3M | +18.9% | +10.1% | +8.9% | +16.1% |
| 6M | +26.6% | +37.7% | -11.1% | +17.2% |
| YTD | +51.2% | +33.1% | +18.1% | +40.7% |
| 1Y | +75.6% | +52.4% | +23.2% | +57.9% |
| 3Y | +101.7% | +163.8% | -62.1% | +54.5% |
| 5Y | +134.6% | +198.5% | -63.9% | +71.1% |
| 10Y | +724.2% | +386.9% | +337.3% | +414.3% |
| All | +724.2% | +378.5% | +345.6% | +414.3% |
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