+430.7%
FCX vs B
+183.2%
+247.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +3.0% |
| 7D | -1.0% | +11.3% | -12.3% | -5.8% |
| 30D | -15.2% | +2.9% | -18.2% | -16.4% |
| 3M | -10.3% | -2.9% | -7.4% | -9.5% |
| 6M | +1.6% | -1.2% | +2.8% | +1.8% |
| YTD | +23.9% | -1.3% | +25.2% | +24.6% |
| 1Y | +58.0% | +30.4% | +27.6% | +42.2% |
| 3Y | +94.6% | +195.3% | -100.7% | +25.0% |
| 5Y | +70.4% | +146.2% | -75.8% | +15.1% |
| 10Y | +430.7% | +200.5% | +230.2% | +218.5% |
| All | +430.7% | +183.2% | +247.4% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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