+59.6%
FCX vs BIL
+3.7%
+55.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +1.3% |
| 7D | -4.9% | +0.1% | -5.0% | -2.0% |
| 30D | +4.8% | +0.3% | +4.5% | +17.7% |
| 3M | +4.6% | +0.9% | +3.7% | +50.8% |
| 6M | +10.8% | +1.8% | +9.0% | +98.5% |
| YTD | +44.2% | +2.4% | +41.8% | +181.1% |
| 1Y | +59.6% | +3.7% | +55.8% | +368.4% |
| All | +59.6% | +3.7% | +55.8% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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