+130.2%
FCX vs EME
+545.9%
-415.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.7% |
| 7D | +3.1% | +2.7% | +0.4% | +1.8% |
| 30D | +8.1% | -6.8% | +14.9% | +11.4% |
| 3M | +18.9% | -8.8% | +27.8% | +23.1% |
| 6M | +26.6% | +5.0% | +21.6% | +22.4% |
| YTD | +51.2% | +23.5% | +27.7% | +35.2% |
| 1Y | +75.6% | +21.3% | +54.2% | +55.8% |
| 3Y | +101.7% | +241.1% | -139.3% | -2.1% |
| All | +130.2% | +545.9% | -415.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling