+83.9%
FCX vs EXPD
+75.3%
+8.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.3% | +5.5% | -5.8% | -2.2% |
| 30D | -14.7% | -0.8% | -13.9% | -14.5% |
| 3M | -11.2% | +4.1% | -15.3% | -12.6% |
| 6M | -11.4% | +25.7% | -37.1% | -18.9% |
| YTD | +17.7% | +31.4% | -13.7% | +4.4% |
| 1Y | +47.5% | +42.2% | +5.3% | +25.9% |
| 3Y | +83.9% | +77.2% | +6.7% | +30.7% |
| All | +83.9% | +75.3% | +8.6% | +30.7% |
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