+56.4%
FCX vs BND
-0.6%
+57.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | +0.1% |
| 7D | -2.3% | -1.0% | -1.3% | +1.4% |
| 30D | +2.7% | -1.1% | +3.8% | +6.9% |
| 3M | +7.4% | -1.9% | +9.3% | +14.8% |
| 6M | +16.0% | -1.6% | +17.6% | +23.0% |
| YTD | +40.9% | -1.2% | +42.2% | +49.1% |
| 1Y | +56.4% | -0.7% | +57.2% | +63.7% |
| All | +56.4% | -0.6% | +57.1% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 1y: compounded portfolio wealth divided by compounded BND 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…
1y analysis · Full analysis span regression · 6 months rolling