+55.4%
FCX vs BND
-1.7%
+57.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.3% | -1.4% | +1.1% | +0.9% |
| 30D | -14.7% | +0.6% | -15.3% | -15.2% |
| 3M | -11.2% | -1.6% | -9.6% | -10.0% |
| 6M | -11.4% | -1.5% | -9.8% | -10.2% |
| YTD | +17.7% | -1.5% | +19.2% | +19.4% |
| 1Y | +47.5% | -1.1% | +48.6% | +49.3% |
| 3Y | +83.9% | +13.6% | +70.3% | +71.6% |
| All | +55.4% | -1.7% | +57.1% | +35.3% |
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