+1,569.6%
FCX vs EFA
+375.7%
+1,193.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | -0.3% | +2.2% | -2.5% | -3.5% |
| 30D | -14.7% | +1.4% | -16.1% | -16.3% |
| 3M | -11.2% | -4.2% | -7.0% | -4.9% |
| 6M | -11.4% | +1.9% | -13.3% | -12.5% |
| YTD | +17.7% | +10.2% | +7.5% | +4.5% |
| 1Y | +47.5% | +12.8% | +34.7% | +26.5% |
| 3Y | +83.9% | +65.2% | +18.7% | -7.6% |
| 5Y | +54.0% | +49.8% | +4.1% | -7.4% |
| 10Y | +372.9% | +145.2% | +227.7% | +59.4% |
| All | +1,569.6% | +375.7% | +1,193.9% | +214.6% |
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