+397.7%
BAC vs FCX
+707.6%
-309.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | +0.6% | +3.1% | -2.5% | -0.4% |
| 30D | -1.4% | +8.1% | -9.5% | -4.1% |
| 3M | +15.7% | +18.9% | -3.2% | +8.4% |
| 6M | +32.2% | +26.6% | +5.6% | +19.7% |
| YTD | +15.8% | +51.2% | -35.4% | -2.0% |
| 1Y | +27.3% | +75.6% | -48.3% | +1.1% |
| 3Y | +137.5% | +101.7% | +35.7% | +71.8% |
| 5Y | +73.1% | +134.6% | -61.6% | +11.9% |
| 10Y | +397.7% | +724.2% | -326.4% | +76.2% |
| All | +397.7% | +707.6% | -309.9% | +76.2% |
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