+56.4%
FCX vs EWZ
+33.5%
+22.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.8% |
| 7D | -2.3% | +0.9% | -3.2% | -3.2% |
| 30D | +2.7% | +12.8% | -10.1% | -9.3% |
| 3M | +7.4% | +10.8% | -3.4% | -3.2% |
| 6M | +16.0% | +2.5% | +13.5% | +12.5% |
| YTD | +40.9% | +21.4% | +19.6% | +22.5% |
| 1Y | +56.4% | +32.8% | +23.6% | +14.8% |
| All | +56.4% | +33.5% | +22.9% | +14.8% |
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