+612.2%
FCX vs BNY
+416.3%
+195.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | -1.3% | -1.0% | -1.2% |
| 30D | +2.7% | -0.2% | +2.8% | +2.6% |
| 3M | +7.4% | +14.9% | -7.5% | -5.2% |
| 6M | +16.0% | +40.0% | -24.0% | -13.3% |
| YTD | +40.9% | +42.0% | -1.0% | +3.6% |
| 1Y | +56.4% | +56.9% | -0.4% | +5.5% |
| 3Y | +84.2% | +289.9% | -205.7% | -44.2% |
| 5Y | +114.6% | +259.2% | -144.6% | -31.9% |
| All | +612.2% | +416.3% | +195.9% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling