+373.5%
FCX vs BN
+290.8%
+82.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.7% |
| 7D | -0.3% | -1.0% | +0.7% | +0.6% |
| 30D | -14.7% | +14.0% | -28.7% | -23.7% |
| 3M | -11.2% | -9.0% | -2.2% | -4.7% |
| 6M | -11.4% | -8.8% | -2.6% | -5.3% |
| YTD | +17.7% | -10.3% | +28.0% | +26.1% |
| 1Y | +47.5% | -5.8% | +53.3% | +51.7% |
| 3Y | +83.9% | +94.8% | -10.9% | +0.2% |
| 5Y | +54.0% | +31.5% | +22.5% | +14.9% |
| All | +373.5% | +290.8% | +82.7% | +69.2% |
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