+724.2%
FCX vs EW
+121.7%
+602.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +3.1% | -5.1% | +8.2% | +5.2% |
| 30D | +8.1% | -6.4% | +14.5% | +10.8% |
| 3M | +18.9% | -1.6% | +20.5% | +19.0% |
| 6M | +26.6% | +2.3% | +24.3% | +24.6% |
| YTD | +51.2% | +1.1% | +50.1% | +49.4% |
| 1Y | +75.6% | +8.0% | +67.6% | +68.3% |
| 3Y | +101.7% | +16.3% | +85.4% | +75.4% |
| 5Y | +134.6% | -29.4% | +164.0% | +151.3% |
| 10Y | +724.2% | +125.6% | +598.5% | +417.6% |
| All | +724.2% | +121.7% | +602.5% | +417.6% |
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