+138.9%
FCX vs EXPE
+89.5%
+49.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.9% | +13.2% | +7.8% |
| 7D | +5.7% | -9.8% | +15.5% | +8.9% |
| 30D | +10.1% | -11.5% | +21.6% | +13.8% |
| 3M | +20.2% | +21.7% | -1.5% | +10.9% |
| 6M | +29.7% | +10.4% | +19.3% | +23.0% |
| YTD | +51.9% | -2.5% | +54.5% | +47.5% |
| 1Y | +66.0% | +27.3% | +38.6% | +43.9% |
| 3Y | +102.7% | +153.5% | -50.8% | +28.4% |
| 5Y | +138.9% | +91.1% | +47.8% | +56.4% |
| All | +138.9% | +89.5% | +49.4% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling