+373.5%
FCX vs EXPD
+335.0%
+38.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -0.3% | +5.5% | -5.8% | -3.8% |
| 30D | -14.7% | -0.8% | -13.9% | -14.3% |
| 3M | -11.2% | +4.1% | -15.3% | -13.9% |
| 6M | -11.4% | +25.7% | -37.1% | -25.1% |
| YTD | +17.7% | +31.4% | -13.7% | -6.3% |
| 1Y | +47.5% | +42.2% | +5.3% | +10.5% |
| 3Y | +83.9% | +77.2% | +6.7% | +11.3% |
| 5Y | +54.0% | +61.0% | -7.0% | -2.4% |
| All | +373.5% | +335.0% | +38.6% | +47.8% |
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