+47.5%
FCX vs EW
+25.9%
+21.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -0.3% | +4.9% | -5.2% | -1.6% |
| 30D | -14.7% | +23.9% | -38.7% | -19.8% |
| 3M | -11.2% | +15.8% | -26.9% | -14.5% |
| 6M | -11.4% | +31.7% | -43.0% | -20.3% |
| YTD | +17.7% | +25.7% | -8.0% | +9.7% |
| 1Y | +47.5% | +24.4% | +23.1% | +38.8% |
| All | +47.5% | +25.9% | +21.5% | +38.8% |
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