+1,015.5%
FCX vs EXPD
+18,084.4%
-17,068.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -4.9% | -1.1% | -3.7% | -4.4% |
| 30D | +4.8% | +4.1% | +0.7% | +3.1% |
| 3M | +4.6% | +17.9% | -13.3% | -2.5% |
| 6M | +10.8% | +29.2% | -18.4% | -1.3% |
| YTD | +44.2% | +27.4% | +16.9% | +28.3% |
| 1Y | +59.6% | +56.8% | +2.7% | +28.9% |
| 3Y | +82.2% | +68.0% | +14.2% | +42.2% |
| 5Y | +115.6% | +61.9% | +53.8% | +69.1% |
| 10Y | +670.6% | +316.0% | +354.5% | +328.6% |
| All | +1,015.5% | +18,084.4% | -17,068.9% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling