+373.5%
FCX vs BBWI
-47.4%
+421.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -14.7% | +12.9% | -27.6% | -18.2% |
| 3M | -11.2% | +16.0% | -27.2% | -16.6% |
| 6M | -11.4% | +16.6% | -28.0% | -18.0% |
| YTD | +17.7% | +9.7% | +8.0% | +8.3% |
| 1Y | +47.5% | +1.5% | +46.0% | +36.9% |
| 3Y | +83.9% | -21.4% | +105.2% | +76.0% |
| 5Y | +54.0% | -67.6% | +121.5% | +88.2% |
| All | +373.5% | -47.4% | +421.0% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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