+992.2%
FCX vs BNY
+2,980.5%
-1,988.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -1.9% | -1.1% | -0.8% | -1.4% |
| 30D | +3.4% | +1.4% | +2.0% | +2.6% |
| 3M | +15.0% | +16.8% | -1.8% | +6.2% |
| 6M | +14.6% | +42.0% | -27.3% | -3.8% |
| YTD | +41.2% | +41.9% | -0.7% | +18.4% |
| 1Y | +60.4% | +59.2% | +1.2% | +27.1% |
| 3Y | +88.4% | +290.9% | -202.5% | -4.1% |
| 5Y | +115.0% | +259.0% | -144.0% | +14.5% |
| 10Y | +669.9% | +413.0% | +256.8% | +256.7% |
| All | +992.2% | +2,980.5% | -1,988.4% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling