+134.6%
FCX vs EEM
+47.0%
+87.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | +3.1% | +2.0% | +1.1% | +0.1% |
| 30D | +8.1% | +5.1% | +3.0% | +0.5% |
| 3M | +18.9% | +4.6% | +14.4% | +10.7% |
| 6M | +26.6% | +17.8% | +8.8% | -1.8% |
| YTD | +51.2% | +25.8% | +25.3% | +5.9% |
| 1Y | +75.6% | +36.4% | +39.2% | +8.9% |
| 3Y | +101.7% | +90.0% | +11.7% | -23.0% |
| 5Y | +134.6% | +46.6% | +88.1% | +41.5% |
| All | +134.6% | +47.0% | +87.6% | +41.5% |
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 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