+62.4%
EWY vs FCX
+58.1%
+4.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.9% |
| 7D | -8.3% | -6.0% | -2.3% | -4.1% |
| 30D | -20.5% | -13.6% | -7.0% | -11.6% |
| 3M | -11.1% | -6.8% | -4.3% | -7.4% |
| 6M | -7.0% | +13.2% | -20.2% | -12.2% |
| YTD | +56.5% | +24.4% | +32.1% | +44.6% |
| 1Y | +62.4% | +60.3% | +2.1% | +35.5% |
| All | +62.4% | +58.1% | +4.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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