+486.1%
FCX vs EXPE
+851.4%
-365.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | -4.9% | -9.5% | +4.7% | -0.8% |
| 30D | +4.8% | -6.6% | +11.4% | +7.5% |
| 3M | +4.6% | +31.4% | -26.8% | -8.3% |
| 6M | +10.8% | +35.2% | -24.4% | -5.6% |
| YTD | +44.2% | +5.8% | +38.4% | +33.6% |
| 1Y | +59.6% | +38.7% | +20.9% | +29.5% |
| 3Y | +82.2% | +175.8% | -93.5% | +2.8% |
| 5Y | +115.6% | +111.8% | +3.8% | +28.4% |
| 10Y | +670.6% | +179.7% | +490.8% | +264.8% |
| All | +486.1% | +851.4% | -365.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling