+90.2%
FCX vs EMB
+31.1%
+59.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | 0.0% | -4.9% | -4.8% |
| 30D | +4.8% | -0.3% | +5.1% | +5.6% |
| 3M | +4.6% | -0.4% | +5.0% | +6.1% |
| 6M | +10.8% | +0.1% | +10.7% | +11.8% |
| YTD | +44.2% | +1.6% | +42.6% | +41.1% |
| 1Y | +59.6% | +5.6% | +54.0% | +44.1% |
| All | +90.2% | +31.1% | +59.1% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling