+360.5%
BE vs FCX
+60.8%
+299.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.1% |
| 7D | +20.0% | -4.9% | +24.8% | +25.1% |
| 30D | +7.9% | +4.8% | +3.1% | +1.8% |
| 3M | -13.2% | +4.6% | -17.8% | -17.5% |
| 6M | +53.5% | +10.8% | +42.6% | +36.3% |
| YTD | +191.0% | +44.2% | +146.8% | +100.0% |
| 1Y | +360.5% | +59.6% | +301.0% | +180.9% |
| All | +360.5% | +60.8% | +299.7% | +180.9% |
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