+854.8%
FCX vs EMR
+1,914.8%
-1,060.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.2% |
| 7D | -0.8% | -2.0% | +1.2% | +1.0% |
| 30D | -15.1% | +2.8% | -17.9% | -16.8% |
| 3M | -9.6% | +2.0% | -11.6% | -10.9% |
| 6M | -3.1% | +20.7% | -23.8% | -16.7% |
| YTD | +23.4% | +27.3% | -3.9% | +0.8% |
| 1Y | +52.7% | +31.0% | +21.7% | +21.8% |
| 3Y | +91.4% | +103.6% | -12.2% | +4.2% |
| 5Y | +62.7% | +88.6% | -25.8% | -4.7% |
| 10Y | +395.9% | +280.6% | +115.2% | +74.6% |
| All | +854.8% | +1,914.8% | -1,060.0% | +103.7% |
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