+112.6%
FCX vs EMB
+132.1%
-19.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +4.6% | -0.4% | +5.0% | +5.5% |
| 6M | +10.8% | +0.1% | +10.7% | +11.8% |
| YTD | +44.2% | +1.6% | +42.6% | +42.6% |
| 1Y | +59.6% | +5.6% | +54.0% | +49.9% |
| 3Y | +82.2% | +29.8% | +52.4% | +32.0% |
| 5Y | +115.6% | +7.3% | +108.3% | +101.0% |
| 10Y | +670.6% | +30.4% | +640.1% | +495.2% |
| All | +112.6% | +132.1% | -19.6% | +21.9% |
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