+724.2%
FCX vs EMB
+29.7%
+694.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.1% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | +8.1% | -0.3% | +8.4% | +8.6% |
| 3M | +18.9% | -0.3% | +19.2% | +19.8% |
| 6M | +26.6% | +0.7% | +25.9% | +26.3% |
| YTD | +51.2% | +1.3% | +49.9% | +49.6% |
| 1Y | +75.6% | +4.7% | +70.9% | +64.1% |
| 3Y | +101.7% | +30.1% | +71.6% | +31.0% |
| 5Y | +134.6% | +6.9% | +127.8% | +121.9% |
| 10Y | +724.2% | +30.7% | +693.4% | +498.1% |
| All | +724.2% | +29.7% | +694.5% | +498.1% |
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