+309.8%
BE vs FCX
+60.1%
+249.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.9% |
| 7D | +9.0% | -2.3% | +11.3% | +11.5% |
| 30D | +16.3% | +2.7% | +13.6% | +12.0% |
| 3M | +10.8% | +7.4% | +3.4% | +2.8% |
| 6M | +73.2% | +16.0% | +57.2% | +45.0% |
| YTD | +217.4% | +40.9% | +176.4% | +120.7% |
| 1Y | +309.8% | +56.4% | +253.4% | +147.4% |
| All | +309.8% | +60.1% | +249.7% | +147.4% |
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 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