+977.3%
FCX vs FE
+561.4%
+415.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -4.9% | +1.9% | -6.8% | -5.8% |
| 30D | +4.8% | -1.2% | +6.0% | +5.3% |
| 3M | +4.6% | +3.5% | +1.1% | +2.4% |
| 6M | +10.8% | -6.1% | +16.9% | +13.3% |
| YTD | +44.2% | +7.6% | +36.6% | +37.7% |
| 1Y | +59.6% | +11.9% | +47.7% | +48.9% |
| 3Y | +82.2% | +48.4% | +33.8% | +44.5% |
| 5Y | +115.6% | +44.8% | +70.8% | +71.5% |
| 10Y | +670.6% | +115.9% | +554.7% | +360.4% |
| All | +977.3% | +561.4% | +415.9% | +404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling