+403.4%
FCX vs EXPE
+727.3%
-324.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -1.0% | -13.3% | +12.3% | +4.5% |
| 30D | -15.2% | -5.5% | -9.7% | -14.2% |
| 3M | -10.3% | -16.5% | +6.2% | -5.4% |
| 6M | +1.6% | +13.1% | -11.5% | -7.1% |
| YTD | +23.9% | -8.0% | +31.9% | +19.4% |
| 1Y | +58.0% | +1.1% | +56.9% | +45.8% |
| 3Y | +94.6% | +131.2% | -36.6% | +17.7% |
| 5Y | +70.4% | +39.8% | +30.6% | +20.8% |
| 10Y | +430.7% | +118.5% | +312.2% | +174.1% |
| All | +403.4% | +727.3% | -324.0% | -16.8% |
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