-2.0%
FCX vs EXPD
+20.5%
-22.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.2% |
| 7D | -4.9% | -7.2% | +2.3% | -2.9% |
| 30D | -17.1% | -3.3% | -13.9% | -16.2% |
| 3M | -12.7% | +3.4% | -16.0% | -13.4% |
| 6M | -2.0% | +22.7% | -24.7% | +0.3% |
| All | -2.0% | +20.5% | -22.5% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling