+115.0%
FCX vs BND
-2.6%
+117.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -5.9% | -6.1% |
| 7D | -1.9% | -0.9% | -0.9% | -1.1% |
| 30D | +3.4% | -1.0% | +4.4% | +4.2% |
| 3M | +15.0% | -1.2% | +16.2% | +16.1% |
| 6M | +14.6% | -2.0% | +16.6% | +16.5% |
| YTD | +41.2% | -1.2% | +42.4% | +42.8% |
| 1Y | +60.4% | -0.5% | +60.8% | +61.6% |
| 3Y | +88.4% | +12.4% | +76.0% | +78.0% |
| 5Y | +115.0% | -2.5% | +117.5% | +75.2% |
| All | +115.0% | -2.6% | +117.6% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling