+72.9%
BAC vs FCX
+127.3%
-54.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -1.7% |
| 7D | +1.2% | +5.7% | -4.6% | -0.2% |
| 30D | -0.7% | +10.1% | -10.8% | -3.3% |
| 3M | +16.9% | +20.2% | -3.3% | +10.9% |
| 6M | +29.6% | +29.7% | -0.1% | +19.1% |
| YTD | +15.3% | +51.9% | -36.7% | +0.7% |
| 1Y | +28.8% | +66.0% | -37.1% | +8.7% |
| 3Y | +136.4% | +102.7% | +33.6% | +79.6% |
| 5Y | +72.9% | +138.9% | -65.9% | +22.8% |
| All | +72.9% | +127.3% | -54.4% | +22.8% |
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