+661.8%
FCX vs EXPD
+314.6%
+347.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -4.9% | -1.1% | -3.7% | -4.1% |
| 30D | +4.8% | +4.1% | +0.7% | +1.9% |
| 3M | +4.6% | +17.9% | -13.3% | -6.9% |
| 6M | +10.8% | +29.2% | -18.4% | -8.8% |
| YTD | +44.2% | +27.4% | +16.9% | +17.9% |
| 1Y | +59.6% | +56.8% | +2.7% | +9.7% |
| 3Y | +82.2% | +68.0% | +14.2% | +15.3% |
| 5Y | +115.6% | +61.9% | +53.8% | +34.6% |
| All | +661.8% | +314.6% | +347.3% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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