+60.3%
FCX vs EWZ
+7.8%
+52.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.5% |
| 7D | -6.0% | -4.1% | -1.9% | -3.9% |
| 30D | -13.6% | -25.0% | +11.4% | -1.2% |
| 3M | -6.8% | -10.6% | +3.9% | -9.0% |
| 6M | +13.2% | -16.6% | +29.8% | +17.0% |
| YTD | +24.4% | +2.5% | +21.9% | +18.8% |
| 1Y | +60.3% | +8.1% | +52.2% | +42.1% |
| All | +60.3% | +7.8% | +52.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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