+1,015.5%
FCX vs B
+162.9%
+852.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.4% |
| 7D | -4.9% | -1.6% | -3.3% | -4.1% |
| 30D | +4.8% | +9.4% | -4.6% | -0.3% |
| 3M | +4.6% | +5.0% | -0.4% | +2.1% |
| 6M | +10.8% | -3.5% | +14.4% | +13.1% |
| YTD | +44.2% | +4.5% | +39.8% | +41.0% |
| 1Y | +59.6% | +67.8% | -8.2% | +20.7% |
| 3Y | +82.2% | +196.7% | -114.4% | +0.8% |
| 5Y | +115.6% | +151.9% | -36.3% | +26.3% |
| 10Y | +670.6% | +202.2% | +468.4% | +251.7% |
| All | +1,015.5% | +162.9% | +852.6% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling