+60.3%
FCX vs EFA
+16.9%
+43.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | -3.5% |
| 7D | -6.0% | +2.0% | -8.0% | -9.4% |
| 30D | -13.6% | +1.6% | -15.2% | -16.1% |
| 3M | -6.8% | -1.5% | -5.3% | -3.8% |
| 6M | +13.2% | +6.6% | +6.5% | +2.1% |
| YTD | +24.4% | +11.8% | +12.6% | +4.5% |
| 1Y | +60.3% | +16.9% | +43.4% | +26.2% |
| All | +60.3% | +16.9% | +43.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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