+55.4%
FCX vs EWT
+118.2%
-62.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.3% | +9.1% | -9.4% | -9.1% |
| 30D | -14.7% | -12.2% | -2.5% | -3.2% |
| 3M | -11.2% | -9.4% | -1.8% | -2.8% |
| 6M | -11.4% | +2.7% | -14.0% | -16.7% |
| YTD | +17.7% | +53.3% | -35.6% | -30.0% |
| 1Y | +47.5% | +59.2% | -11.7% | -16.2% |
| 3Y | +83.9% | +157.1% | -73.2% | -43.4% |
| All | +55.4% | +118.2% | -62.9% | -41.9% |
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