+724.2%
FCX vs BB
+2.1%
+722.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +3.1% | +1.8% | +1.3% | +2.7% |
| 30D | +8.1% | -12.2% | +20.3% | +10.9% |
| 3M | +18.9% | -12.3% | +31.3% | +20.7% |
| 6M | +26.6% | +122.7% | -96.1% | +3.2% |
| YTD | +51.2% | +104.5% | -53.3% | +25.4% |
| 1Y | +75.6% | +106.7% | -31.1% | +44.0% |
| 3Y | +101.7% | +70.0% | +31.8% | +63.1% |
| 5Y | +134.6% | -27.8% | +162.4% | +118.2% |
| 10Y | +724.2% | +2.4% | +721.8% | +380.3% |
| All | +724.2% | +2.1% | +722.0% | +380.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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