+724.1%
FCX vs EMR
+266.1%
+458.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.6% |
| 7D | +3.1% | +0.9% | +2.2% | +2.1% |
| 30D | +8.1% | -5.0% | +13.1% | +13.0% |
| 3M | +18.9% | +5.9% | +13.0% | +11.9% |
| 6M | +26.6% | +7.3% | +19.3% | +17.5% |
| YTD | +51.2% | +14.6% | +36.6% | +30.2% |
| 1Y | +75.6% | +15.6% | +59.9% | +48.9% |
| 3Y | +101.7% | +60.2% | +41.5% | +18.6% |
| 5Y | +134.6% | +65.8% | +68.8% | +32.8% |
| 10Y | +724.1% | +277.4% | +446.8% | +79.4% |
| All | +724.1% | +266.1% | +458.1% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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