+134.6%
FCX vs EWZ
+63.8%
+70.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.6% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | +8.1% | +8.2% | -0.1% | +1.7% |
| 3M | +18.9% | +13.3% | +5.6% | +8.3% |
| 6M | +26.6% | +3.6% | +23.0% | +23.8% |
| YTD | +51.2% | +21.0% | +30.2% | +32.4% |
| 1Y | +75.6% | +34.7% | +40.9% | +41.7% |
| 3Y | +101.7% | +48.3% | +53.4% | +50.9% |
| 5Y | +134.6% | +60.1% | +74.6% | +63.5% |
| All | +134.6% | +63.8% | +70.8% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling