+1,250.3%
EWY vs FCX
+2,419.5%
-1,169.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +6.7% | +3.1% | +3.6% | +5.6% |
| 30D | +17.0% | +8.1% | +8.8% | +13.9% |
| 3M | +3.7% | +18.9% | -15.3% | -1.4% |
| 6M | +42.5% | +26.6% | +15.9% | +33.3% |
| YTD | +96.2% | +51.2% | +45.1% | +74.0% |
| 1Y | +160.4% | +75.6% | +84.8% | +118.5% |
| 3Y | +231.7% | +101.7% | +130.0% | +158.6% |
| 5Y | +153.3% | +134.6% | +18.6% | +80.6% |
| 10Y | +308.8% | +724.2% | -415.3% | +71.3% |
| All | +1,250.3% | +2,419.5% | -1,169.2% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling