+1,015.5%
FCX vs EMR
+1,743.1%
-727.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.2% |
| 7D | -4.9% | -1.5% | -3.3% | -3.7% |
| 30D | +4.8% | -5.6% | +10.4% | +9.5% |
| 3M | +4.6% | +7.9% | -3.3% | -1.8% |
| 6M | +10.8% | +6.0% | +4.8% | +5.6% |
| YTD | +44.2% | +16.4% | +27.8% | +26.3% |
| 1Y | +59.6% | +16.6% | +42.9% | +39.1% |
| 3Y | +82.2% | +62.9% | +19.4% | +18.6% |
| 5Y | +115.6% | +60.1% | +55.5% | +43.6% |
| 10Y | +670.6% | +268.7% | +401.8% | +180.4% |
| All | +1,015.5% | +1,743.1% | -727.6% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling