+2,026.8%
FCX vs EWT
+502.5%
+1,524.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.3% | +9.1% | -9.4% | -7.4% |
| 30D | -14.7% | -12.2% | -2.5% | -5.6% |
| 3M | -11.2% | -9.4% | -1.8% | -4.3% |
| 6M | -11.4% | +2.7% | -14.0% | -14.4% |
| YTD | +17.7% | +53.3% | -35.6% | -18.2% |
| 1Y | +47.5% | +59.2% | -11.7% | -0.7% |
| 3Y | +83.9% | +157.1% | -73.2% | -15.7% |
| 5Y | +54.0% | +119.6% | -65.7% | -17.8% |
| 10Y | +372.9% | +446.9% | -74.0% | +36.3% |
| All | +2,026.8% | +502.5% | +1,524.2% | +375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling