+2,054.8%
FCX vs EFA
+392.1%
+1,662.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +6.2% |
| 7D | +5.7% | +1.2% | +4.5% | +3.8% |
| 30D | +10.1% | -0.7% | +10.8% | +11.3% |
| 3M | +20.2% | +6.4% | +13.8% | +10.4% |
| 6M | +29.7% | +11.4% | +18.3% | +12.4% |
| YTD | +51.9% | +14.0% | +37.9% | +27.6% |
| 1Y | +66.0% | +20.2% | +45.8% | +29.6% |
| 3Y | +102.7% | +68.2% | +34.5% | -1.2% |
| 5Y | +138.9% | +54.8% | +84.0% | +36.6% |
| 10Y | +701.1% | +142.4% | +558.7% | +173.8% |
| All | +2,054.8% | +392.1% | +1,662.7% | +284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling