+46.5%
FCX vs FE
+5.9%
+40.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.5% |
| 7D | -4.9% | 0.0% | -4.8% | -4.9% |
| 30D | -17.1% | +5.2% | -22.3% | -15.8% |
| 3M | -12.7% | 0.0% | -12.6% | -12.5% |
| 6M | -2.0% | +5.0% | -7.0% | -0.3% |
| YTD | +18.1% | +7.9% | +10.2% | +25.2% |
| All | +46.5% | +5.9% | +40.5% | +55.0% |
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 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