+613.6%
FCX vs BAX
-37.2%
+650.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.2% |
| 7D | -1.9% | -5.4% | +3.6% | +0.2% |
| 30D | +3.4% | -12.4% | +15.8% | +8.8% |
| 3M | +15.0% | +19.1% | -4.1% | +5.7% |
| 6M | +14.6% | +38.6% | -24.0% | -1.6% |
| YTD | +41.2% | +26.7% | +14.5% | +23.9% |
| 1Y | +60.4% | +1.0% | +59.3% | +54.1% |
| 3Y | +88.4% | -33.9% | +122.3% | +110.2% |
| 5Y | +115.0% | -67.0% | +182.1% | +241.2% |
| All | +613.6% | -37.2% | +650.7% | +635.9% |
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