-26.4%
BA vs FCX
+54.7%
-81.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -7.1% | -14.7% | +7.6% | -2.7% |
| 3M | -25.5% | -11.2% | -14.4% | -23.5% |
| 6M | -28.7% | -11.4% | -17.3% | -27.4% |
| YTD | -21.0% | +17.7% | -38.7% | -28.3% |
| 1Y | -11.9% | +47.5% | -59.3% | -26.2% |
| 3Y | -16.2% | +83.9% | -100.0% | -39.3% |
| All | -26.4% | +54.7% | -81.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling