+724.1%
FCX vs BN
+257.9%
+466.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +1.0% |
| 7D | +3.1% | -3.0% | +6.1% | +5.5% |
| 30D | +8.1% | -13.0% | +21.1% | +20.7% |
| 3M | +18.9% | -15.2% | +34.2% | +35.7% |
| 6M | +26.6% | -5.9% | +32.5% | +32.4% |
| YTD | +51.2% | -15.8% | +66.9% | +71.1% |
| 1Y | +75.6% | -12.2% | +87.7% | +92.1% |
| 3Y | +101.7% | +72.2% | +29.5% | +21.5% |
| 5Y | +134.6% | +33.2% | +101.4% | +72.6% |
| 10Y | +724.1% | +264.7% | +459.5% | +161.3% |
| All | +724.1% | +257.9% | +466.2% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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