+237.7%
BAC vs FCX
+389.5%
-151.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.3% |
| 7D | +2.1% | -2.4% | +4.4% | +2.7% |
| 30D | -6.7% | -18.0% | +11.3% | -1.0% |
| 3M | -20.2% | -14.3% | -6.0% | -17.0% |
| 6M | -0.2% | -1.7% | +1.5% | -1.8% |
| YTD | -6.4% | +19.8% | -26.2% | -15.3% |
| 1Y | -3.1% | +48.6% | -51.8% | -18.5% |
| 3Y | +96.7% | +85.8% | +10.9% | +44.2% |
| 5Y | +21.3% | +72.2% | -51.0% | -13.4% |
| 10Y | +237.7% | +386.3% | -148.6% | +31.7% |
| All | +237.7% | +389.5% | -151.8% | +31.7% |
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