+84.6%
FCX vs BND
+12.6%
+72.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -5.9% | -5.8% |
| 7D | -1.9% | -0.9% | -0.9% | -0.7% |
| 30D | +3.4% | -1.0% | +4.4% | +4.7% |
| 3M | +15.0% | -1.2% | +16.2% | +16.8% |
| 6M | +14.6% | -2.0% | +16.6% | +17.5% |
| YTD | +41.2% | -1.2% | +42.4% | +43.8% |
| 1Y | +60.4% | -0.5% | +60.8% | +62.4% |
| All | +84.6% | +12.6% | +72.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling