+373.5%
FCX vs FE
+126.1%
+247.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -0.3% | +1.2% | -1.5% | -0.7% |
| 30D | -14.7% | +4.5% | -19.3% | -16.1% |
| 3M | -11.2% | +1.3% | -12.5% | -11.8% |
| 6M | -11.4% | +8.7% | -20.0% | -14.4% |
| YTD | +17.7% | +9.2% | +8.5% | +13.1% |
| 1Y | +47.5% | +7.0% | +40.5% | +42.7% |
| 3Y | +83.9% | +51.4% | +32.5% | +53.2% |
| 5Y | +54.0% | +47.7% | +6.3% | +29.2% |
| All | +373.5% | +126.1% | +247.4% | +335.9% |
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