+61.4%
FCX vs EEM
+34.6%
+26.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | -0.5% |
| 7D | -0.8% | +0.7% | -1.4% | -1.6% |
| 30D | -15.1% | -6.2% | -8.8% | -6.5% |
| 3M | -9.6% | -5.2% | -4.4% | -2.2% |
| 6M | -3.1% | -8.1% | +5.1% | +9.4% |
| YTD | +23.4% | +14.0% | +9.5% | +0.6% |
| 1Y | +52.7% | +13.8% | +38.8% | +24.9% |
| 3Y | +91.4% | +73.7% | +17.7% | -15.1% |
| All | +61.4% | +34.6% | +26.9% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling