+121.5%
FCX vs BIL
+30.8%
+90.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.9% |
| 7D | -4.9% | -0.3% | -4.6% | -6.9% |
| 30D | -17.1% | 0.0% | -17.1% | -17.1% |
| 3M | -12.7% | +0.6% | -13.3% | -8.2% |
| 6M | -2.0% | +1.5% | -3.5% | +11.3% |
| YTD | +18.1% | +2.8% | +15.3% | +47.9% |
| 1Y | +55.2% | +3.3% | +51.8% | +103.8% |
| 3Y | +74.3% | +13.5% | +60.8% | +396.3% |
| 5Y | +71.9% | +19.8% | +52.1% | +677.1% |
| 10Y | +498.4% | +25.6% | +472.8% | +4,031.7% |
| All | +121.5% | +30.8% | +90.7% | +1,751.9% |
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