+759.8%
FCX vs EWJ
+156.6%
+603.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -4.9% | +2.5% | -7.4% | -7.0% |
| 30D | +4.8% | +3.3% | +1.5% | +1.8% |
| 3M | +4.6% | +5.0% | -0.4% | +0.9% |
| 6M | +10.8% | +11.5% | -0.7% | +2.1% |
| YTD | +44.2% | +22.4% | +21.8% | +22.6% |
| 1Y | +59.6% | +30.2% | +29.4% | +28.7% |
| 3Y | +82.2% | +72.8% | +9.4% | +15.9% |
| 5Y | +115.6% | +54.1% | +61.5% | +54.8% |
| 10Y | +670.6% | +140.6% | +529.9% | +317.5% |
| All | +759.8% | +156.6% | +603.2% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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