+430.7%
FCX vs EXPD
+334.2%
+96.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +3.1% |
| 7D | -1.0% | -5.5% | +4.5% | +2.8% |
| 30D | -15.2% | -1.9% | -13.3% | -14.2% |
| 3M | -10.3% | +6.1% | -16.4% | -14.3% |
| 6M | +1.6% | +21.6% | -20.1% | -12.2% |
| YTD | +23.9% | +27.9% | -4.0% | +0.4% |
| 1Y | +58.0% | +39.4% | +18.6% | +19.9% |
| 3Y | +94.6% | +72.7% | +21.9% | +19.8% |
| 5Y | +70.4% | +60.3% | +10.1% | +7.6% |
| 10Y | +430.7% | +332.6% | +98.1% | +59.2% |
| All | +430.7% | +334.2% | +96.5% | +59.2% |
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