+612.2%
FCX vs BLK
+283.5%
+328.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.6% |
| 7D | -2.3% | -3.3% | +1.0% | +0.5% |
| 30D | +2.7% | -6.5% | +9.2% | +8.4% |
| 3M | +7.4% | +6.7% | +0.6% | +0.5% |
| 6M | +16.0% | +14.7% | +1.3% | +2.0% |
| YTD | +40.9% | +2.5% | +38.4% | +35.1% |
| 1Y | +56.4% | -2.8% | +59.2% | +56.7% |
| 3Y | +84.2% | +65.9% | +18.4% | +13.5% |
| 5Y | +114.6% | +33.0% | +81.6% | +58.3% |
| All | +612.2% | +283.5% | +328.7% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling