+74.3%
FCX vs EW
+51.9%
+22.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.4% |
| 7D | -4.9% | +11.0% | -15.9% | -6.9% |
| 30D | -17.1% | +19.1% | -36.2% | -20.0% |
| 3M | -12.7% | +14.4% | -27.0% | -15.1% |
| 6M | -2.0% | +22.8% | -24.7% | -6.5% |
| YTD | +18.1% | +19.8% | -1.7% | +13.2% |
| 1Y | +55.2% | +23.9% | +31.3% | +47.9% |
| 3Y | +74.3% | +52.2% | +22.1% | +42.1% |
| All | +74.3% | +51.9% | +22.4% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling