+701.1%
FCX vs EXR
+147.0%
+554.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.4% |
| 7D | +5.7% | -0.7% | +6.4% | +6.0% |
| 30D | +10.1% | -6.9% | +17.0% | +12.8% |
| 3M | +20.2% | -3.0% | +23.2% | +20.8% |
| 6M | +29.7% | -2.9% | +32.6% | +30.4% |
| YTD | +51.9% | +9.3% | +42.7% | +46.3% |
| 1Y | +66.0% | -0.9% | +66.9% | +65.2% |
| 3Y | +102.7% | +24.7% | +78.0% | +83.1% |
| 5Y | +138.9% | -11.7% | +150.5% | +139.2% |
| 10Y | +701.1% | +148.4% | +552.7% | +549.6% |
| All | +701.1% | +147.0% | +554.1% | +549.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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