+612.2%
FCX vs EME
+1,362.1%
-749.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -2.7% |
| 7D | -2.3% | +3.5% | -5.8% | -4.3% |
| 30D | +2.7% | -6.3% | +9.0% | +6.2% |
| 3M | +7.4% | -3.8% | +11.1% | +8.0% |
| 6M | +16.0% | +8.5% | +7.5% | +8.5% |
| YTD | +40.9% | +27.8% | +13.1% | +19.1% |
| 1Y | +56.4% | +22.2% | +34.2% | +33.2% |
| 3Y | +84.2% | +253.5% | -169.3% | -27.3% |
| 5Y | +114.6% | +578.6% | -464.0% | -48.2% |
| All | +612.2% | +1,362.1% | -749.9% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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