+94.6%
FCX vs BBWI
-25.2%
+119.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.5% |
| 7D | -1.0% | -6.2% | +5.2% | +0.3% |
| 30D | -15.2% | +25.5% | -40.7% | -19.3% |
| 3M | -10.3% | +8.0% | -18.3% | -12.5% |
| 6M | +1.6% | +12.7% | -11.1% | -2.8% |
| YTD | +23.9% | +11.6% | +12.2% | +16.5% |
| 1Y | +58.0% | -0.9% | +58.9% | +52.1% |
| 3Y | +94.6% | -22.7% | +117.3% | +102.3% |
| All | +94.6% | -25.2% | +119.8% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling