+2,805.3%
FCX vs EWZ
+436.1%
+2,369.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.8% |
| 7D | -4.9% | +6.5% | -11.4% | -9.3% |
| 30D | +4.8% | +4.8% | 0.0% | +1.2% |
| 3M | +4.6% | +9.9% | -5.3% | -2.0% |
| 6M | +10.8% | +1.9% | +8.9% | +10.0% |
| YTD | +44.2% | +20.3% | +23.9% | +27.1% |
| 1Y | +59.6% | +35.6% | +23.9% | +28.6% |
| 3Y | +82.2% | +43.4% | +38.8% | +40.0% |
| 5Y | +115.6% | +55.9% | +59.7% | +52.3% |
| 10Y | +670.6% | +84.2% | +586.4% | +322.6% |
| All | +2,805.3% | +436.1% | +2,369.2% | +1,352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling