+97.6%
FCX vs EME
+240.3%
-142.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.6% |
| 7D | +3.1% | +2.7% | +0.4% | +1.9% |
| 30D | +8.1% | -6.8% | +14.9% | +11.2% |
| 3M | +18.9% | -8.8% | +27.8% | +22.8% |
| 6M | +26.6% | +5.0% | +21.6% | +23.0% |
| YTD | +51.2% | +23.5% | +27.7% | +37.5% |
| 1Y | +75.6% | +21.3% | +54.2% | +58.5% |
| All | +97.6% | +240.3% | -142.7% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling