+138.9%
FCX vs BAX
-67.0%
+205.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.1% | +6.4% |
| 7D | +5.7% | -2.4% | +8.2% | +6.4% |
| 30D | +10.1% | -9.7% | +19.8% | +13.2% |
| 3M | +20.2% | +29.3% | -9.1% | +10.1% |
| 6M | +29.7% | +40.7% | -11.0% | +15.2% |
| YTD | +51.9% | +30.3% | +21.7% | +36.8% |
| 1Y | +66.0% | +3.4% | +62.6% | +60.0% |
| 3Y | +102.7% | -32.0% | +134.8% | +119.0% |
| 5Y | +138.9% | -66.9% | +205.7% | +243.6% |
| All | +138.9% | -67.0% | +205.9% | +243.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling