+85.4%
BE vs FCX
+42.9%
+42.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -2.9% |
| 7D | +10.8% | -0.3% | +11.1% | +12.0% |
| 30D | -19.8% | -14.7% | -5.1% | -5.3% |
| 3M | -18.7% | -11.2% | -7.6% | -8.6% |
| 6M | -33.7% | -11.4% | -22.4% | -25.0% |
| YTD | +121.0% | +17.7% | +103.2% | +79.1% |
| 1Y | +85.4% | +47.5% | +37.9% | +5.7% |
| All | +85.4% | +42.9% | +42.5% | +5.7% |
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