+55.3%
BE vs FCX
+58.1%
-2.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -7.6% |
| 7D | -12.1% | -6.0% | -6.1% | -6.9% |
| 30D | -30.1% | -13.6% | -16.5% | -19.4% |
| 3M | -12.1% | -6.8% | -5.4% | -7.4% |
| 6M | -30.6% | +13.2% | -43.7% | -37.0% |
| YTD | +130.6% | +24.4% | +106.2% | +64.3% |
| 1Y | +55.3% | +60.3% | -5.0% | -28.9% |
| All | +55.3% | +58.1% | -2.8% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling