+84.2%
FCX vs BLK
+66.0%
+18.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.4% |
| 7D | -2.3% | -3.3% | +1.0% | +0.1% |
| 30D | +2.7% | -6.5% | +9.2% | +7.7% |
| 3M | +7.4% | +6.7% | +0.6% | +1.3% |
| 6M | +16.0% | +14.7% | +1.3% | +3.6% |
| YTD | +40.9% | +2.5% | +38.4% | +35.3% |
| 1Y | +56.4% | -2.8% | +59.2% | +56.4% |
| 3Y | +84.2% | +65.9% | +18.4% | +14.1% |
| All | +84.2% | +66.0% | +18.2% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling