+70.4%
FCX vs EXPE
+40.1%
+30.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -1.0% | -13.3% | +12.3% | +3.1% |
| 30D | -15.2% | -5.5% | -9.7% | -14.4% |
| 3M | -10.3% | -16.5% | +6.2% | -6.5% |
| 6M | +1.6% | +13.1% | -11.5% | -5.3% |
| YTD | +23.9% | -8.0% | +31.9% | +21.1% |
| 1Y | +58.0% | +1.1% | +56.9% | +48.6% |
| 3Y | +94.6% | +131.2% | -36.6% | +24.9% |
| 5Y | +70.4% | +39.8% | +30.6% | +21.3% |
| All | +70.4% | +40.1% | +30.3% | +21.3% |
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 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