+2,341.7%
FCX vs BG
+1,185.2%
+1,156.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +1.0% | +2.8% |
| 7D | +5.7% | +2.4% | +3.4% | +4.3% |
| 30D | +10.1% | +15.0% | -5.0% | +0.8% |
| 3M | +20.2% | -0.7% | +20.8% | +18.8% |
| 6M | +29.7% | +7.5% | +22.2% | +21.4% |
| YTD | +51.9% | +41.6% | +10.3% | +20.5% |
| 1Y | +66.0% | +50.7% | +15.3% | +24.6% |
| 3Y | +102.7% | +20.3% | +82.5% | +68.4% |
| 5Y | +138.9% | +85.2% | +53.6% | +48.8% |
| 10Y | +701.1% | +160.6% | +540.4% | +281.2% |
| All | +2,341.7% | +1,185.2% | +1,156.5% | +970.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling