+72.3%
BA vs FCX
+701.1%
-628.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.1% | -2.7% |
| 7D | +2.5% | +5.7% | -3.3% | +0.2% |
| 30D | -10.1% | +10.1% | -20.2% | -13.8% |
| 3M | -2.4% | +20.2% | -22.6% | -10.0% |
| 6M | -8.8% | +29.7% | -38.5% | -19.5% |
| YTD | -2.9% | +51.9% | -54.9% | -20.5% |
| 1Y | -8.8% | +66.0% | -74.7% | -29.1% |
| 3Y | -0.3% | +102.7% | -103.0% | -31.8% |
| 5Y | -0.3% | +138.9% | -139.2% | -40.4% |
| 10Y | +72.3% | +701.1% | -628.7% | -47.0% |
| All | +72.3% | +701.1% | -628.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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