+52.7%
FCX vs FE
+4.9%
+47.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.9% |
| 30D | -15.1% | +3.6% | -18.7% | -14.0% |
| 3M | -9.6% | +0.3% | -9.9% | -9.4% |
| 6M | -3.1% | +6.4% | -9.5% | -1.2% |
| YTD | +23.4% | +8.1% | +15.3% | +31.0% |
| 1Y | +52.7% | +4.6% | +48.1% | +61.1% |
| All | +52.7% | +4.9% | +47.7% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling