+1,874.3%
BE vs FCX
+91.8%
+1,782.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +3.0% | +10.0% | +10.7% |
| 7D | +4.5% | -0.8% | +5.3% | +6.3% |
| 30D | -20.1% | -15.1% | -5.1% | -8.9% |
| 3M | -0.8% | -9.6% | +8.8% | +7.6% |
| 6M | -26.2% | -3.1% | -23.2% | -22.6% |
| YTD | +141.1% | +23.4% | +117.6% | +116.4% |
| 1Y | +64.8% | +52.7% | +12.2% | +30.8% |
| All | +1,874.3% | +91.8% | +1,782.5% | +948.3% |
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