+57.1%
FCX vs FE
+46.0%
+11.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -16.3% | +3.9% | -20.2% | -17.4% |
| 3M | -12.5% | -0.1% | -12.4% | -12.6% |
| 6M | -8.0% | +6.1% | -14.1% | -10.3% |
| YTD | +20.1% | +8.1% | +12.1% | +15.9% |
| 1Y | +45.9% | +4.4% | +41.5% | +42.6% |
| 3Y | +86.2% | +49.0% | +37.2% | +49.4% |
| 5Y | +57.1% | +46.1% | +11.0% | +26.6% |
| All | +57.1% | +46.0% | +11.1% | +26.6% |
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