+59.6%
FCX vs EXPE
+40.7%
+18.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -4.9% | -9.5% | +4.7% | -4.4% |
| 30D | +4.8% | -6.6% | +11.4% | +5.2% |
| 3M | +4.6% | +31.4% | -26.8% | +2.6% |
| 6M | +10.8% | +35.2% | -24.4% | +8.7% |
| YTD | +44.2% | +5.8% | +38.4% | +43.5% |
| 1Y | +59.6% | +38.7% | +20.9% | +48.0% |
| All | +59.6% | +40.7% | +18.9% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling