+138.9%
FCX vs B
+154.3%
-15.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +6.2% |
| 7D | +5.7% | +2.3% | +3.4% | +4.1% |
| 30D | +10.1% | +1.4% | +8.7% | +8.8% |
| 3M | +20.2% | +12.2% | +8.0% | +12.0% |
| 6M | +29.7% | -2.1% | +31.8% | +30.4% |
| YTD | +51.9% | +2.9% | +49.0% | +48.7% |
| 1Y | +66.0% | +55.3% | +10.7% | +28.9% |
| 3Y | +102.7% | +198.7% | -95.9% | +7.2% |
| 5Y | +138.9% | +153.8% | -14.9% | +35.5% |
| All | +138.9% | +154.3% | -15.4% | +35.5% |
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 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