+134.6%
FCX vs EWT
+152.9%
-18.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +3.1% | +2.1% | +1.0% | +0.7% |
| 30D | +8.1% | +9.4% | -1.3% | -2.3% |
| 3M | +18.9% | +10.9% | +8.1% | +4.7% |
| 6M | +26.6% | +57.9% | -31.3% | -26.1% |
| YTD | +51.2% | +75.9% | -24.8% | -22.1% |
| 1Y | +75.6% | +89.7% | -14.2% | -16.9% |
| 3Y | +101.7% | +200.9% | -99.2% | -48.2% |
| 5Y | +134.6% | +154.5% | -19.9% | -24.6% |
| All | +134.6% | +152.9% | -18.3% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling