+60.3%
FCX vs EW
+19.7%
+40.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.0% | +0.1% |
| 7D | -6.0% | +8.3% | -14.3% | -8.1% |
| 30D | -13.6% | +13.9% | -27.5% | -16.8% |
| 3M | -6.8% | +10.9% | -17.7% | -9.7% |
| 6M | +13.2% | +19.2% | -6.1% | +5.3% |
| YTD | +24.4% | +16.6% | +7.8% | +18.1% |
| 1Y | +60.3% | +18.1% | +42.2% | +51.2% |
| All | +60.3% | +19.7% | +40.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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