+507.4%
FCX vs EXR
+3,094.9%
-2,587.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | -4.9% | +5.2% | -10.1% | -7.1% |
| 30D | -17.1% | +20.9% | -38.0% | -24.3% |
| 3M | -12.7% | +7.7% | -20.4% | -16.0% |
| 6M | -2.0% | +13.2% | -15.1% | -8.4% |
| YTD | +18.1% | +26.5% | -8.4% | +4.5% |
| 1Y | +55.2% | +27.2% | +28.0% | +36.9% |
| 3Y | +74.3% | +71.5% | +2.8% | +29.8% |
| 5Y | +71.9% | +0.4% | +71.5% | +61.5% |
| 10Y | +498.4% | +225.2% | +273.2% | +192.3% |
| All | +507.4% | +3,094.9% | -2,587.6% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling