+74.0%
FCX vs EMB
+127.1%
-53.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.9% | -0.1% | -4.8% | -4.7% |
| 30D | -17.1% | +1.3% | -18.4% | -18.6% |
| 3M | -12.7% | -2.2% | -10.4% | -9.8% |
| 6M | -2.0% | -2.3% | +0.4% | +1.8% |
| YTD | +18.1% | -0.6% | +18.7% | +20.5% |
| 1Y | +55.2% | +0.5% | +54.7% | +56.1% |
| 3Y | +74.3% | +29.4% | +44.9% | +27.2% |
| 5Y | +71.9% | +6.5% | +65.4% | +62.4% |
| 10Y | +498.4% | +29.8% | +468.6% | +368.1% |
| All | +74.0% | +127.1% | -53.0% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling