+114.3%
FCX vs EW
-25.6%
+139.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | +4.8% | +1.0% | +3.8% | +4.4% |
| 3M | +4.6% | +2.8% | +1.8% | +3.4% |
| 6M | +10.8% | +5.5% | +5.3% | +8.6% |
| YTD | +44.2% | +5.5% | +38.8% | +41.2% |
| 1Y | +59.6% | +11.0% | +48.5% | +53.6% |
| 3Y | +82.2% | +17.7% | +64.5% | +63.3% |
| All | +114.3% | -25.6% | +139.9% | +113.7% |
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