+2,271.6%
FCX vs EWZ
+356.2%
+1,915.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -3.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.8% |
| 30D | -14.7% | -24.4% | +9.6% | +1.8% |
| 3M | -11.2% | -4.6% | -6.6% | -11.4% |
| 6M | -11.4% | -11.6% | +0.2% | -6.1% |
| YTD | +17.7% | +2.4% | +15.3% | +12.6% |
| 1Y | +47.5% | +2.1% | +45.4% | +40.7% |
| 3Y | +83.9% | +18.7% | +65.2% | +56.7% |
| 5Y | +54.0% | +54.2% | -0.2% | +6.3% |
| 10Y | +372.9% | +65.9% | +307.0% | +172.8% |
| All | +2,271.6% | +356.2% | +1,915.3% | +1,186.5% |
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 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