+1,015.5%
FCX vs BBWI
+740.1%
+275.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.7% |
| 7D | -4.9% | +1.5% | -6.4% | -5.4% |
| 30D | +4.8% | -5.2% | +10.0% | +5.7% |
| 3M | +4.6% | +11.1% | -6.5% | -0.8% |
| 6M | +10.8% | -13.4% | +24.2% | +12.5% |
| YTD | +44.2% | +0.1% | +44.1% | +37.5% |
| 1Y | +59.6% | -36.1% | +95.7% | +73.7% |
| 3Y | +82.2% | -44.1% | +126.3% | +96.8% |
| 5Y | +115.6% | -66.2% | +181.9% | +160.3% |
| 10Y | +670.6% | -54.8% | +725.3% | +577.1% |
| All | +1,015.5% | +740.1% | +275.3% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling