+138.9%
FCX vs BBWI
-66.8%
+205.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.5% | +6.1% |
| 7D | +5.7% | +1.6% | +4.2% | +5.2% |
| 30D | +10.1% | -6.2% | +16.3% | +11.1% |
| 3M | +20.2% | +4.3% | +15.8% | +17.3% |
| 6M | +29.7% | -7.2% | +36.8% | +29.0% |
| YTD | +51.9% | -3.0% | +55.0% | +47.7% |
| 1Y | +66.0% | -30.8% | +96.7% | +75.3% |
| 3Y | +102.7% | -43.4% | +146.1% | +117.0% |
| 5Y | +138.9% | -66.7% | +205.6% | +195.8% |
| All | +138.9% | -66.8% | +205.6% | +195.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling