+373.5%
FCX vs EMR
+279.2%
+94.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +2.8% | -3.2% | -2.9% |
| 30D | -14.7% | +3.7% | -18.4% | -17.4% |
| 3M | -11.2% | +2.0% | -13.2% | -12.8% |
| 6M | -11.4% | +22.1% | -33.5% | -26.7% |
| YTD | +17.7% | +27.2% | -9.5% | -7.8% |
| 1Y | +47.5% | +32.0% | +15.5% | +11.4% |
| 3Y | +83.9% | +103.3% | -19.4% | -13.7% |
| 5Y | +54.0% | +88.2% | -34.3% | -22.0% |
| All | +373.5% | +279.2% | +94.3% | +24.2% |
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