+85.8%
FCX vs EXPD
+71.7%
+14.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.4% | -7.4% | +5.0% | +0.4% |
| 30D | -18.0% | -2.1% | -15.9% | -17.4% |
| 3M | -14.3% | +5.7% | -20.0% | -16.2% |
| 6M | -1.7% | +21.4% | -23.1% | -8.9% |
| YTD | +19.8% | +27.6% | -7.8% | +7.4% |
| 1Y | +48.6% | +36.1% | +12.5% | +29.1% |
| 3Y | +85.8% | +69.9% | +15.9% | +34.6% |
| All | +85.8% | +71.7% | +14.1% | +34.6% |
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