+94.6%
FCX vs BN
+102.8%
-8.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +2.1% |
| 7D | -1.0% | +3.6% | -4.7% | -3.5% |
| 30D | -15.2% | +15.9% | -31.1% | -24.0% |
| 3M | -10.3% | -2.3% | -7.9% | -9.1% |
| 6M | +1.6% | -8.4% | +10.0% | +7.7% |
| YTD | +23.9% | -5.9% | +29.7% | +27.2% |
| 1Y | +58.0% | -5.6% | +63.6% | +61.6% |
| 3Y | +94.6% | +104.2% | -9.6% | +13.0% |
| All | +94.6% | +102.8% | -8.2% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling