+97.3%
BAC vs FCX
+90.1%
+7.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.4% |
| 7D | +2.0% | -1.0% | +3.0% | +2.1% |
| 30D | -6.9% | -15.2% | +8.3% | -4.1% |
| 3M | -19.6% | -10.3% | -9.3% | -18.3% |
| 6M | -0.5% | +1.6% | -2.0% | -2.1% |
| YTD | -6.6% | +23.9% | -30.5% | -13.2% |
| 1Y | -3.0% | +58.0% | -61.0% | -14.8% |
| 3Y | +97.3% | +94.6% | +2.7% | +46.4% |
| All | +97.3% | +90.1% | +7.2% | +46.4% |
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