+74.3%
FCX vs EXPD
+68.8%
+5.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.4% |
| 7D | -4.9% | -7.2% | +2.3% | -2.3% |
| 30D | -17.1% | -3.3% | -13.9% | -16.2% |
| 3M | -12.7% | +3.4% | -16.0% | -13.9% |
| 6M | -2.0% | +22.7% | -24.7% | -9.6% |
| YTD | +18.1% | +24.5% | -6.4% | +6.8% |
| 1Y | +55.2% | +38.6% | +16.5% | +33.3% |
| 3Y | +74.3% | +71.5% | +2.8% | +26.3% |
| All | +74.3% | +68.8% | +5.5% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling