+59.6%
FCX vs EFA
+23.1%
+36.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -4.9% | +0.6% | -5.5% | -6.0% |
| 30D | +4.8% | +0.9% | +4.0% | +3.2% |
| 3M | +4.6% | +4.9% | -0.3% | -3.7% |
| 6M | +10.8% | +8.6% | +2.3% | -3.2% |
| YTD | +44.2% | +14.6% | +29.6% | +11.0% |
| 1Y | +59.6% | +22.6% | +36.9% | -4.5% |
| All | +59.6% | +23.1% | +36.4% | -4.5% |
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