+485.6%
FCX vs EXPD
+304.0%
+181.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +4.1% |
| 7D | -4.9% | -7.2% | +2.3% | -0.1% |
| 30D | -17.1% | -3.3% | -13.9% | -15.4% |
| 3M | -12.7% | +3.4% | -16.0% | -15.1% |
| 6M | -2.0% | +22.7% | -24.7% | -15.8% |
| YTD | +18.1% | +24.5% | -6.4% | -2.3% |
| 1Y | +55.2% | +38.6% | +16.5% | +18.3% |
| 3Y | +74.3% | +71.5% | +2.8% | +8.0% |
| 5Y | +71.9% | +56.2% | +15.6% | +11.1% |
| All | +485.6% | +304.0% | +181.6% | +109.0% |
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