-10.1%
BA vs FCX
+73.6%
-83.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.2% |
| 7D | +1.1% | -4.9% | +6.0% | +2.4% |
| 30D | -7.9% | -17.1% | +9.2% | -3.3% |
| 3M | -25.3% | -12.7% | -12.7% | -23.2% |
| 6M | -24.6% | -2.0% | -22.6% | -25.6% |
| YTD | -20.1% | +18.1% | -38.2% | -27.0% |
| 1Y | -11.8% | +55.2% | -66.9% | -26.3% |
| 3Y | -10.1% | +74.3% | -84.5% | -31.6% |
| All | -10.1% | +73.6% | -83.8% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling