+395.9%
FCX vs BAX
-35.7%
+431.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.4% |
| 30D | -15.1% | +6.3% | -21.4% | -17.4% |
| 3M | -9.6% | -4.6% | -5.0% | -8.5% |
| 6M | -3.1% | +50.4% | -53.4% | -19.5% |
| YTD | +23.4% | +38.0% | -14.6% | +4.3% |
| 1Y | +52.7% | +44.6% | +8.1% | +26.2% |
| 3Y | +91.4% | -15.1% | +106.5% | +90.7% |
| 5Y | +62.7% | -63.3% | +126.0% | +145.9% |
| 10Y | +395.9% | -34.4% | +430.2% | +429.8% |
| All | +395.9% | -35.7% | +431.6% | +429.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling