+1,683.3%
BE vs FCX
+96.2%
+1,587.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | +23.9% | +3.1% | +20.8% | +21.3% |
| 30D | +27.8% | +8.1% | +19.7% | +20.2% |
| 3M | +3.7% | +18.9% | -15.2% | -7.9% |
| 6M | +78.0% | +26.6% | +51.3% | +49.0% |
| YTD | +209.9% | +51.2% | +158.7% | +135.5% |
| 1Y | +389.6% | +75.6% | +314.0% | +240.0% |
| All | +1,683.3% | +96.2% | +1,587.1% | +832.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling