+386.3%
FCX vs EXPE
+112.4%
+273.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.4% |
| 7D | -2.4% | -11.2% | +8.8% | +1.9% |
| 30D | -18.0% | -7.5% | -10.5% | -16.3% |
| 3M | -14.3% | -19.1% | +4.8% | -8.6% |
| 6M | -1.7% | +10.7% | -12.5% | -9.3% |
| YTD | +19.8% | -9.9% | +29.8% | +16.7% |
| 1Y | +48.6% | -4.6% | +53.3% | +40.7% |
| 3Y | +85.8% | +116.8% | -31.0% | +13.0% |
| 5Y | +72.2% | +38.6% | +33.7% | +20.5% |
| 10Y | +386.3% | +115.9% | +270.4% | +101.3% |
| All | +386.3% | +112.4% | +273.9% | +101.3% |
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