+1,003.0%
BE vs FCX
+388.0%
+615.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | +9.0% | -2.3% | +11.3% | +10.9% |
| 30D | +16.3% | +2.7% | +13.6% | +13.4% |
| 3M | +10.8% | +7.4% | +3.4% | +5.9% |
| 6M | +73.2% | +16.0% | +57.2% | +54.8% |
| YTD | +217.4% | +40.9% | +176.4% | +151.3% |
| 1Y | +309.8% | +56.4% | +253.4% | +203.9% |
| 3Y | +1,726.2% | +84.2% | +1,641.9% | +1,032.6% |
| 5Y | +1,306.2% | +114.6% | +1,191.5% | +657.3% |
| All | +1,003.0% | +388.0% | +615.0% | +122.2% |
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