+813.3%
FCX vs B
+138.3%
+675.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | -4.9% | +9.6% | -14.5% | -9.5% |
| 30D | -17.1% | +3.5% | -20.7% | -18.8% |
| 3M | -12.7% | -1.6% | -11.1% | -12.5% |
| 6M | -2.0% | -1.7% | -0.3% | -1.6% |
| YTD | +18.1% | -5.3% | +23.4% | +21.1% |
| 1Y | +55.2% | +27.2% | +28.0% | +36.5% |
| 3Y | +74.3% | +166.1% | -91.8% | +2.0% |
| 5Y | +71.9% | +136.5% | -64.6% | +4.2% |
| 10Y | +498.4% | +172.2% | +326.1% | +188.9% |
| All | +813.3% | +138.3% | +675.0% | +223.1% |
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 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