+373.5%
FCX vs BP
+143.9%
+229.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.6% |
| 7D | -0.3% | +3.8% | -4.1% | -2.9% |
| 30D | -14.7% | -5.3% | -9.4% | -11.9% |
| 3M | -11.2% | +9.3% | -20.4% | -18.1% |
| 6M | -11.4% | +7.2% | -18.6% | -18.7% |
| YTD | +17.7% | +38.0% | -20.3% | -13.7% |
| 1Y | +47.5% | +33.2% | +14.3% | +10.7% |
| 3Y | +83.9% | +50.3% | +33.6% | +22.8% |
| 5Y | +54.0% | +114.1% | -60.1% | -25.6% |
| All | +373.5% | +143.9% | +229.7% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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