+858.0%
FCX vs BN
+15,167.8%
-14,309.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +2.1% |
| 7D | -1.0% | +3.6% | -4.7% | -3.6% |
| 30D | -15.2% | +15.9% | -31.1% | -24.3% |
| 3M | -10.3% | -2.3% | -7.9% | -9.3% |
| 6M | +1.6% | -8.4% | +10.0% | +7.4% |
| YTD | +23.9% | -5.9% | +29.7% | +27.5% |
| 1Y | +58.0% | -5.6% | +63.6% | +62.1% |
| 3Y | +94.6% | +104.2% | -9.6% | +11.5% |
| 5Y | +70.4% | +35.5% | +34.9% | +29.8% |
| 10Y | +430.7% | +285.2% | +145.4% | +91.3% |
| All | +858.0% | +15,167.8% | -14,309.7% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling