+1,769.6%
FCX vs EW
+6,974.1%
-5,204.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 6M | +10.8% | +5.5% | +5.3% | +8.5% |
| YTD | +44.2% | +5.5% | +38.8% | +41.0% |
| 1Y | +59.6% | +11.0% | +48.5% | +53.0% |
| 3Y | +82.2% | +17.7% | +64.5% | +64.1% |
| 5Y | +115.6% | -25.7% | +141.4% | +122.5% |
| 10Y | +670.6% | +132.8% | +537.8% | +440.1% |
| All | +1,769.6% | +6,974.1% | -5,204.5% | +444.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling