+612.2%
FCX vs EWZ
+94.8%
+517.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.5% |
| 7D | -2.3% | +0.9% | -3.2% | -2.9% |
| 30D | +2.7% | +12.8% | -10.1% | -5.5% |
| 3M | +7.4% | +10.8% | -3.4% | +0.3% |
| 6M | +16.0% | +2.5% | +13.5% | +14.6% |
| YTD | +40.9% | +21.4% | +19.6% | +24.7% |
| 1Y | +56.4% | +32.8% | +23.6% | +30.0% |
| 3Y | +84.2% | +45.2% | +39.0% | +43.7% |
| 5Y | +114.6% | +63.0% | +51.6% | +52.7% |
| All | +612.2% | +94.8% | +517.4% | +326.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling