+55.4%
FCX vs B
+107.0%
-51.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -0.3% | -7.3% | +7.0% | +4.2% |
| 30D | -14.7% | -3.3% | -11.4% | -13.3% |
| 3M | -11.2% | -7.8% | -3.4% | -7.3% |
| 6M | -11.4% | -15.5% | +4.2% | -2.9% |
| YTD | +17.7% | -12.3% | +30.0% | +26.0% |
| 1Y | +47.5% | +5.4% | +42.1% | +42.8% |
| 3Y | +83.9% | +165.5% | -81.6% | +1.9% |
| All | +55.4% | +107.0% | -51.7% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling