+373.5%
FCX vs EEM
+121.0%
+252.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | -0.3% | +2.7% | -3.0% | -4.0% |
| 30D | -14.7% | -5.4% | -9.3% | -7.2% |
| 3M | -11.2% | -8.6% | -2.5% | +1.8% |
| 6M | -11.4% | -8.9% | -2.5% | +1.7% |
| YTD | +17.7% | +11.9% | +5.8% | -0.9% |
| 1Y | +47.5% | +13.1% | +34.4% | +22.4% |
| 3Y | +83.9% | +70.7% | +13.2% | -15.3% |
| 5Y | +54.0% | +31.8% | +22.2% | +6.7% |
| All | +373.5% | +121.0% | +252.5% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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