+1,075.1%
FCX vs EME
+44,635.4%
-43,560.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +4.0% |
| 7D | +5.7% | +5.2% | +0.6% | +3.0% |
| 30D | +10.1% | -5.4% | +15.4% | +12.8% |
| 3M | +20.2% | -6.1% | +26.3% | +22.5% |
| 6M | +29.7% | +9.7% | +20.0% | +22.0% |
| YTD | +51.9% | +26.6% | +25.4% | +32.4% |
| 1Y | +66.0% | +24.6% | +41.3% | +43.9% |
| 3Y | +102.7% | +249.6% | -146.8% | -2.5% |
| 5Y | +138.9% | +556.6% | -417.7% | -18.8% |
| 10Y | +701.1% | +1,286.6% | -585.5% | +84.4% |
| All | +1,075.1% | +44,635.4% | -43,560.2% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling