+61.5%
FCX vs EW
-14.5%
+75.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.2% |
| 7D | -4.9% | +11.0% | -15.9% | -7.8% |
| 30D | -17.1% | +19.1% | -36.2% | -21.4% |
| 3M | -12.7% | +14.4% | -27.0% | -16.4% |
| 6M | -2.0% | +22.8% | -24.7% | -8.5% |
| YTD | +18.1% | +19.8% | -1.7% | +11.0% |
| 1Y | +55.2% | +23.9% | +31.3% | +44.4% |
| 3Y | +74.3% | +52.2% | +22.1% | +42.1% |
| All | +61.5% | -14.5% | +75.9% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling