+386.3%
FCX vs BIL
+25.7%
+360.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | -2.4% | +0.1% | -2.4% | -2.0% |
| 30D | -18.0% | 0.0% | -18.0% | -18.0% |
| 3M | -14.3% | +0.6% | -14.9% | -11.3% |
| 6M | -1.7% | +1.5% | -3.2% | +6.9% |
| YTD | +19.8% | +2.8% | +17.1% | +37.6% |
| 1Y | +48.6% | +3.3% | +45.3% | +74.5% |
| 3Y | +85.8% | +13.4% | +72.4% | +193.5% |
| 5Y | +72.2% | +19.8% | +52.4% | +228.3% |
| 10Y | +386.3% | +25.7% | +360.6% | +1,068.7% |
| All | +386.3% | +25.7% | +360.6% | +1,068.7% |
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