+303.5%
EWY vs FCX
+688.3%
-384.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.6% |
| 30D | +7.3% | +2.7% | +4.6% | +6.2% |
| 3M | -5.1% | +7.4% | -12.5% | -7.1% |
| 6M | +42.1% | +16.0% | +26.0% | +36.4% |
| YTD | +94.1% | +40.9% | +53.2% | +75.7% |
| 1Y | +147.8% | +56.4% | +91.4% | +115.5% |
| 3Y | +222.9% | +84.2% | +138.7% | +159.2% |
| 5Y | +150.6% | +114.6% | +36.0% | +84.8% |
| All | +303.5% | +688.3% | -384.8% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling