+373.5%
FCX vs EW
+254.3%
+119.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -0.3% | +4.9% | -5.2% | -2.2% |
| 30D | -14.7% | +23.9% | -38.7% | -22.0% |
| 3M | -11.2% | +15.8% | -26.9% | -16.7% |
| 6M | -11.4% | +31.7% | -43.0% | -21.6% |
| YTD | +17.7% | +25.7% | -8.0% | +6.0% |
| 1Y | +47.5% | +24.4% | +23.1% | +33.3% |
| 3Y | +83.9% | +65.9% | +18.0% | +35.9% |
| 5Y | +54.0% | -7.6% | +61.6% | +47.4% |
| All | +373.5% | +254.3% | +119.2% | +167.1% |
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