+138.9%
FCX vs EMR
+62.8%
+76.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.7% |
| 7D | +5.7% | +3.1% | +2.7% | +3.0% |
| 30D | +10.1% | -3.5% | +13.6% | +13.1% |
| 3M | +20.2% | +9.8% | +10.4% | +10.6% |
| 6M | +29.7% | +10.8% | +18.9% | +18.3% |
| YTD | +51.9% | +15.9% | +36.0% | +32.0% |
| 1Y | +66.0% | +16.4% | +49.5% | +43.0% |
| 3Y | +102.7% | +62.1% | +40.6% | +25.3% |
| 5Y | +138.9% | +62.9% | +75.9% | +42.6% |
| All | +138.9% | +62.8% | +76.1% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling