+60.3%
FCX vs EXPE
+48.9%
+11.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.5% | -9.2% | +1.2% |
| 7D | -6.0% | +14.6% | -20.7% | -6.2% |
| 30D | -13.6% | +21.4% | -35.0% | -13.9% |
| 3M | -6.8% | +1.4% | -8.2% | -6.7% |
| 6M | +13.2% | +28.6% | -15.4% | +11.7% |
| YTD | +24.4% | +12.1% | +12.3% | +23.7% |
| 1Y | +60.3% | +50.0% | +10.3% | +50.1% |
| All | +60.3% | +48.9% | +11.4% | +50.1% |
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