+612.2%
FCX vs BG
+166.7%
+445.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.8% |
| 7D | -2.3% | +3.1% | -5.4% | -3.9% |
| 30D | +2.7% | +10.2% | -7.6% | -3.2% |
| 3M | +7.4% | -1.7% | +9.1% | +7.1% |
| 6M | +16.0% | +1.0% | +15.0% | +13.0% |
| YTD | +40.9% | +39.9% | +1.0% | +13.4% |
| 1Y | +56.4% | +53.2% | +3.2% | +17.4% |
| 3Y | +84.2% | +16.3% | +67.9% | +58.3% |
| 5Y | +114.6% | +83.9% | +30.8% | +33.2% |
| All | +612.2% | +166.7% | +445.5% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling