+373.5%
FCX vs EMB
+36.5%
+337.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.6% |
| 7D | -0.3% | -0.9% | +0.6% | +1.6% |
| 30D | -14.7% | +0.4% | -15.1% | -15.2% |
| 3M | -11.2% | -3.1% | -8.0% | -5.4% |
| 6M | -11.4% | -2.1% | -9.3% | -7.1% |
| YTD | +17.7% | -1.1% | +18.8% | +22.1% |
| 1Y | +47.5% | -0.1% | +47.5% | +50.1% |
| 3Y | +83.9% | +29.6% | +54.3% | +19.2% |
| 5Y | +54.0% | +7.2% | +46.8% | +45.1% |
| All | +373.5% | +36.5% | +337.1% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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