+829.1%
FCX vs BN
+14,695.2%
-13,866.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.0% |
| 7D | +4.4% | -0.3% | +4.7% | +4.7% |
| 30D | -16.3% | +13.6% | -29.9% | -24.1% |
| 3M | -12.5% | -6.7% | -5.8% | -8.5% |
| 6M | -8.0% | -9.0% | +0.9% | -2.2% |
| YTD | +20.1% | -8.8% | +28.9% | +26.6% |
| 1Y | +45.9% | -10.6% | +56.5% | +55.9% |
| 3Y | +86.2% | +98.8% | -12.5% | +8.9% |
| 5Y | +57.1% | +33.6% | +23.5% | +21.1% |
| 10Y | +382.5% | +298.3% | +84.2% | +70.6% |
| All | +829.1% | +14,695.2% | -13,866.1% | -11.5% |
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