+95.2%
FCX vs BITO
-8.3%
+103.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | -3.4% | +1.2% | -1.4% |
| 30D | +2.7% | +21.4% | -18.7% | -2.2% |
| 3M | +7.4% | +20.5% | -13.1% | +2.6% |
| 6M | +16.0% | +7.4% | +8.6% | +13.9% |
| YTD | +40.9% | -13.9% | +54.8% | +44.6% |
| 1Y | +56.4% | -35.1% | +91.5% | +70.5% |
| 3Y | +84.2% | +156.8% | -72.6% | +33.9% |
| All | +95.2% | -8.3% | +103.5% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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