+373.5%
FCX vs EWT
+448.9%
-75.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.2% |
| 7D | -0.3% | +9.1% | -9.4% | -10.4% |
| 30D | -14.7% | -12.2% | -2.5% | -1.8% |
| 3M | -11.2% | -9.4% | -1.8% | -2.0% |
| 6M | -11.4% | +2.7% | -14.0% | -17.9% |
| YTD | +17.7% | +53.3% | -35.6% | -34.6% |
| 1Y | +47.5% | +59.2% | -11.7% | -22.1% |
| 3Y | +83.9% | +157.1% | -73.2% | -49.9% |
| 5Y | +54.0% | +119.6% | -65.7% | -47.1% |
| All | +373.5% | +448.9% | -75.4% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling