+395.9%
FCX vs BB
+31.7%
+364.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.4% |
| 7D | -0.8% | +7.3% | -8.1% | -2.2% |
| 30D | -15.1% | +11.2% | -26.3% | -17.2% |
| 3M | -9.6% | +4.7% | -14.3% | -11.4% |
| 6M | -3.1% | +51.1% | -54.2% | -13.6% |
| YTD | +23.4% | +148.0% | -124.6% | -2.2% |
| 1Y | +52.7% | +106.1% | -53.5% | +25.5% |
| 3Y | +91.4% | +158.2% | -66.8% | +41.7% |
| 5Y | +62.7% | -10.8% | +73.6% | +44.1% |
| 10Y | +395.9% | +29.3% | +366.6% | +187.6% |
| All | +395.9% | +31.7% | +364.2% | +187.6% |
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