+85.3%
FCX vs B
+198.7%
-113.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.6% |
| 7D | -4.9% | -1.6% | -3.3% | -4.0% |
| 30D | +4.8% | +9.4% | -4.6% | -1.1% |
| 3M | +4.6% | +5.0% | -0.4% | +1.2% |
| 6M | +10.8% | -3.5% | +14.4% | +11.9% |
| YTD | +44.2% | +4.5% | +39.8% | +39.6% |
| 1Y | +59.6% | +67.8% | -8.2% | +18.8% |
| All | +85.3% | +198.7% | -113.4% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling