+61.5%
FCX vs BIL
+19.4%
+42.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.7% |
| 7D | -4.9% | -0.3% | -4.6% | -5.4% |
| 30D | -17.1% | 0.0% | -17.1% | -17.1% |
| 3M | -12.7% | +0.3% | -13.0% | -11.2% |
| 6M | -2.0% | +1.2% | -3.2% | +3.3% |
| YTD | +18.1% | +2.5% | +15.6% | +26.4% |
| 1Y | +55.2% | +3.0% | +52.1% | +66.8% |
| 3Y | +74.3% | +13.2% | +61.2% | +42.4% |
| All | +61.5% | +19.4% | +42.0% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling