+74.3%
FCX vs FE
+42.7%
+31.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -4.9% | -1.0% | -3.9% | -4.9% |
| 30D | -17.1% | +4.1% | -21.3% | -17.3% |
| 3M | -12.7% | -1.0% | -11.6% | -12.6% |
| 6M | -2.0% | +4.0% | -6.0% | -2.4% |
| YTD | +18.1% | +6.8% | +11.3% | +17.1% |
| 1Y | +55.2% | +5.3% | +49.9% | +54.2% |
| 3Y | +74.3% | +44.6% | +29.8% | +46.4% |
| All | +74.3% | +42.7% | +31.7% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling