+386.3%
FCX vs EW
+234.0%
+152.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.0% |
| 7D | -2.4% | +9.3% | -11.6% | -5.9% |
| 30D | -18.0% | +22.1% | -40.0% | -24.5% |
| 3M | -14.3% | +13.0% | -27.3% | -18.8% |
| 6M | -1.7% | +30.1% | -31.8% | -12.7% |
| YTD | +19.8% | +22.0% | -2.2% | +9.3% |
| 1Y | +48.6% | +23.7% | +24.9% | +34.7% |
| 3Y | +85.8% | +62.0% | +23.8% | +38.8% |
| 5Y | +72.2% | -12.4% | +84.7% | +68.7% |
| 10Y | +386.3% | +236.1% | +150.2% | +183.4% |
| All | +386.3% | +234.0% | +152.3% | +183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling