+485.6%
FCX vs FE
+107.4%
+378.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.8% |
| 7D | -4.9% | 0.0% | -4.8% | -4.9% |
| 30D | -17.1% | +5.2% | -22.3% | -18.6% |
| 3M | -12.7% | 0.0% | -12.6% | -12.8% |
| 6M | -2.0% | +5.0% | -7.0% | -4.1% |
| YTD | +18.1% | +7.9% | +10.2% | +14.1% |
| 1Y | +55.2% | +6.3% | +48.8% | +50.6% |
| 3Y | +74.3% | +46.0% | +28.3% | +48.0% |
| 5Y | +71.9% | +45.6% | +26.2% | +45.7% |
| All | +485.6% | +107.4% | +378.3% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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