+59.6%
FCX vs EWZ
+36.3%
+23.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.9% |
| 7D | -4.9% | +6.5% | -11.4% | -11.0% |
| 30D | +4.8% | +4.8% | 0.0% | -0.3% |
| 3M | +4.6% | +9.9% | -5.3% | -4.7% |
| 6M | +10.8% | +1.9% | +8.9% | +8.3% |
| YTD | +44.2% | +20.3% | +23.9% | +26.2% |
| 1Y | +59.6% | +35.6% | +23.9% | +8.9% |
| All | +59.6% | +36.3% | +23.2% | +8.9% |
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