+28.1%
BA vs FCX
+437.2%
-409.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -2.4% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | -9.5% | -15.2% | +5.8% | -3.9% |
| 3M | -26.5% | -10.3% | -16.2% | -24.3% |
| 6M | -27.4% | +1.6% | -28.9% | -29.6% |
| YTD | -20.6% | +23.9% | -44.5% | -30.3% |
| 1Y | -11.4% | +58.0% | -69.4% | -29.8% |
| 3Y | -10.8% | +94.6% | -105.4% | -39.0% |
| 5Y | -21.9% | +70.4% | -92.3% | -46.8% |
| 10Y | +28.1% | +430.7% | -402.5% | -56.2% |
| All | +28.1% | +437.2% | -409.1% | -56.2% |
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