+701.1%
FCX vs BIL
+25.3%
+675.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.4% |
| 7D | +5.7% | +0.1% | +5.6% | +6.2% |
| 30D | +10.1% | +0.3% | +9.8% | +12.1% |
| 3M | +20.2% | +0.9% | +19.3% | +27.4% |
| 6M | +29.7% | +1.8% | +27.9% | +44.7% |
| YTD | +51.9% | +2.5% | +49.5% | +75.0% |
| 1Y | +66.0% | +3.7% | +62.3% | +103.8% |
| 3Y | +102.7% | +14.1% | +88.7% | +272.0% |
| 5Y | +138.9% | +19.4% | +119.4% | +445.8% |
| 10Y | +701.1% | +25.3% | +675.8% | +2,598.8% |
| All | +701.1% | +25.3% | +675.8% | +2,598.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling