+102.7%
FCX vs BEN
+56.8%
+45.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.6% | +5.5% |
| 7D | +5.7% | +4.7% | +1.0% | +3.1% |
| 30D | +10.1% | +2.6% | +7.4% | +8.6% |
| 3M | +20.2% | +11.5% | +8.7% | +13.4% |
| 6M | +29.7% | +35.3% | -5.6% | +10.6% |
| YTD | +51.9% | +48.6% | +3.3% | +22.7% |
| 1Y | +66.0% | +46.7% | +19.3% | +34.8% |
| 3Y | +102.7% | +57.0% | +45.7% | +49.3% |
| All | +102.7% | +56.8% | +45.9% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling