+114.3%
FCX vs FE
+45.0%
+69.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -4.9% | +1.9% | -6.8% | -5.4% |
| 30D | +4.8% | -1.2% | +6.0% | +5.1% |
| 3M | +4.6% | +3.5% | +1.1% | +3.1% |
| 6M | +10.8% | -6.1% | +16.9% | +12.8% |
| YTD | +44.2% | +7.6% | +36.6% | +39.6% |
| 1Y | +59.6% | +11.9% | +47.7% | +51.7% |
| 3Y | +82.2% | +48.4% | +33.8% | +47.9% |
| All | +114.3% | +45.0% | +69.3% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling