+724.1%
FCX vs BBWI
-58.2%
+782.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +1.4% |
| 7D | +3.1% | -4.4% | +7.5% | +4.4% |
| 30D | +8.1% | -7.4% | +15.5% | +9.7% |
| 3M | +18.9% | -2.2% | +21.2% | +17.6% |
| 6M | +26.6% | -16.3% | +42.9% | +29.6% |
| YTD | +51.2% | -9.1% | +60.3% | +48.7% |
| 1Y | +75.6% | -34.5% | +110.1% | +88.9% |
| 3Y | +101.7% | -47.0% | +148.7% | +120.8% |
| 5Y | +134.6% | -68.8% | +203.5% | +190.7% |
| 10Y | +724.1% | -57.4% | +781.5% | +563.6% |
| All | +724.1% | -58.2% | +782.4% | +563.6% |
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