+74.3%
FCX vs EMB
+28.8%
+45.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.9% | -0.1% | -4.8% | -4.6% |
| 30D | -17.1% | +1.3% | -18.4% | -19.8% |
| 3M | -12.7% | -2.2% | -10.4% | -7.3% |
| 6M | -2.0% | -2.3% | +0.4% | +5.0% |
| YTD | +18.1% | -0.6% | +18.7% | +22.2% |
| 1Y | +55.2% | +0.5% | +54.7% | +56.8% |
| 3Y | +74.3% | +29.4% | +44.9% | +10.8% |
| All | +74.3% | +28.8% | +45.5% | +10.8% |
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