+601.9%
FCX vs EWJ
+139.6%
+462.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | -0.3% | +4.0% | -4.3% | -3.6% |
| 30D | -14.7% | -4.3% | -10.5% | -11.1% |
| 3M | -11.2% | -6.8% | -4.4% | -5.1% |
| 6M | -11.4% | -0.9% | -10.5% | -9.6% |
| YTD | +17.7% | +14.3% | +3.5% | +6.8% |
| 1Y | +47.5% | +15.3% | +32.2% | +32.6% |
| 3Y | +83.9% | +65.6% | +18.3% | +22.0% |
| 5Y | +54.0% | +47.5% | +6.5% | +15.3% |
| 10Y | +372.9% | +126.2% | +246.7% | +171.2% |
| All | +601.9% | +139.6% | +462.3% | +251.4% |
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