+724.2%
FCX vs EXPE
+153.6%
+570.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +3.1% | -11.5% | +14.6% | +8.0% |
| 30D | +8.1% | -13.1% | +21.2% | +13.7% |
| 3M | +18.9% | +18.1% | +0.8% | +8.7% |
| 6M | +26.6% | +13.3% | +13.3% | +16.9% |
| YTD | +51.2% | -3.2% | +54.4% | +45.1% |
| 1Y | +75.6% | +26.1% | +49.4% | +47.3% |
| 3Y | +101.7% | +151.7% | -50.0% | +15.1% |
| 5Y | +134.6% | +88.3% | +46.3% | +41.9% |
| 10Y | +724.2% | +158.0% | +566.1% | +222.6% |
| All | +724.2% | +153.6% | +570.6% | +222.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling