+60.3%
FCX vs BEN
+56.2%
+4.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.3% | -1.1% |
| 7D | -6.0% | +6.7% | -12.8% | -9.2% |
| 30D | -13.6% | +3.0% | -16.6% | -15.0% |
| 3M | -6.8% | -4.3% | -2.4% | -4.8% |
| 6M | +13.2% | +16.4% | -3.2% | +5.9% |
| YTD | +24.4% | +46.8% | -22.4% | +5.5% |
| 1Y | +60.3% | +57.3% | +2.9% | +32.3% |
| All | +60.3% | +56.2% | +4.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling