+60.4%
FCX vs EEM
+32.4%
+28.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -3.8% |
| 7D | -1.9% | -0.7% | -1.2% | -0.9% |
| 30D | +3.4% | +2.4% | +1.0% | +0.5% |
| 3M | +15.0% | +4.2% | +10.8% | +8.5% |
| 6M | +14.6% | +14.8% | -0.1% | -5.6% |
| YTD | +41.2% | +23.1% | +18.1% | +3.2% |
| 1Y | +60.4% | +32.5% | +27.8% | -7.6% |
| All | +60.4% | +32.4% | +28.0% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling