+170.5%
FCX vs BIL
+30.4%
+140.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.2% |
| 30D | +4.8% | +0.3% | +4.5% | +7.7% |
| 3M | +4.6% | +0.9% | +3.7% | +13.2% |
| 6M | +10.8% | +1.8% | +9.0% | +29.0% |
| YTD | +44.2% | +2.4% | +41.8% | +76.2% |
| 1Y | +59.6% | +3.7% | +55.8% | +116.1% |
| 3Y | +82.2% | +14.2% | +68.1% | +446.0% |
| 5Y | +115.6% | +19.4% | +96.2% | +849.3% |
| 10Y | +670.6% | +25.2% | +645.3% | +5,096.7% |
| All | +170.5% | +30.4% | +140.1% | +2,104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling