+199.9%
FCX vs BND
+76.8%
+123.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | -0.1% | -4.7% | -4.9% |
| 30D | +4.8% | -0.4% | +5.2% | +4.7% |
| 3M | +4.6% | -0.6% | +5.2% | +4.3% |
| 6M | +10.8% | -1.4% | +12.3% | +10.0% |
| YTD | +44.2% | -0.2% | +44.4% | +43.9% |
| 1Y | +59.6% | +1.3% | +58.3% | +60.2% |
| 3Y | +82.2% | +13.2% | +69.1% | +92.2% |
| 5Y | +115.6% | -1.6% | +117.2% | +100.5% |
| 10Y | +670.6% | +15.5% | +655.1% | +752.2% |
| All | +199.9% | +76.8% | +123.2% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling