+110.4%
FCX vs BITO
-6.8%
+117.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +5.8% |
| 7D | +5.7% | +1.5% | +4.2% | +5.2% |
| 30D | +10.1% | +20.0% | -10.0% | +5.1% |
| 3M | +20.2% | +22.8% | -2.6% | +14.2% |
| 6M | +29.7% | +13.1% | +16.6% | +25.7% |
| YTD | +51.9% | -12.5% | +64.4% | +55.2% |
| 1Y | +66.0% | -32.6% | +98.5% | +79.3% |
| 3Y | +102.7% | +151.0% | -48.3% | +48.2% |
| All | +110.4% | -6.8% | +117.3% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling