+142.7%
EWY vs FCX
+116.3%
+26.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.6% | +2.4% | -1.6% |
| 7D | +1.2% | -1.9% | +3.1% | +1.9% |
| 30D | +9.3% | +3.4% | +5.9% | +7.6% |
| 3M | +2.4% | +15.0% | -12.6% | -2.6% |
| 6M | +40.3% | +14.6% | +25.6% | +33.9% |
| YTD | +88.0% | +41.2% | +46.8% | +68.0% |
| 1Y | +143.8% | +60.4% | +83.4% | +107.2% |
| 3Y | +217.8% | +88.4% | +129.3% | +146.6% |
| 5Y | +142.7% | +115.0% | +27.7% | +73.9% |
| All | +142.7% | +116.3% | +26.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling