+59.6%
FCX vs EWT
+99.0%
-39.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -1.4% |
| 7D | -4.9% | +4.0% | -8.8% | -8.2% |
| 30D | +4.8% | +10.3% | -5.5% | -4.4% |
| 3M | +4.6% | +6.1% | -1.5% | -1.5% |
| 6M | +10.8% | +56.6% | -45.8% | -31.2% |
| YTD | +44.2% | +76.6% | -32.4% | -22.1% |
| 1Y | +59.6% | +97.9% | -38.3% | -37.3% |
| All | +59.6% | +99.0% | -39.4% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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