+102.7%
FCX vs EXEL
+160.6%
-57.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +5.7% |
| 7D | +5.7% | +1.4% | +4.4% | +5.5% |
| 30D | +10.1% | +6.7% | +3.4% | +8.8% |
| 3M | +20.2% | +11.5% | +8.7% | +18.0% |
| 6M | +29.7% | +38.8% | -9.1% | +23.1% |
| YTD | +51.9% | +31.6% | +20.4% | +45.1% |
| 1Y | +66.0% | +53.0% | +13.0% | +55.5% |
| 3Y | +102.7% | +160.8% | -58.1% | +82.4% |
| All | +102.7% | +160.6% | -57.9% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling