+395.9%
FCX vs FE
+120.9%
+275.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -15.1% | +3.6% | -18.7% | -16.1% |
| 3M | -9.6% | +0.3% | -9.9% | -9.9% |
| 6M | -3.1% | +6.4% | -9.5% | -5.7% |
| YTD | +23.4% | +8.1% | +15.3% | +19.0% |
| 1Y | +52.7% | +4.6% | +48.1% | +48.9% |
| 3Y | +91.4% | +49.1% | +42.3% | +60.4% |
| 5Y | +62.7% | +46.1% | +16.6% | +37.1% |
| 10Y | +395.9% | +122.7% | +273.1% | +359.9% |
| All | +395.9% | +120.9% | +275.0% | +359.9% |
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