+48.6%
FCX vs EW
+26.0%
+22.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.1% |
| 7D | -2.4% | +9.3% | -11.6% | -4.7% |
| 30D | -18.0% | +22.1% | -40.0% | -22.5% |
| 3M | -14.3% | +13.0% | -27.3% | -17.0% |
| 6M | -1.7% | +30.1% | -31.8% | -11.8% |
| YTD | +19.8% | +22.0% | -2.2% | +12.4% |
| 1Y | +48.6% | +23.7% | +24.9% | +38.5% |
| All | +48.6% | +26.0% | +22.7% | +38.5% |
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