+728.4%
FCX vs BP
+128.0%
+600.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +3.6% |
| 7D | +5.7% | +0.9% | +4.8% | +5.1% |
| 30D | +10.1% | +9.1% | +0.9% | +2.8% |
| 3M | +20.2% | +3.9% | +16.3% | +14.8% |
| 6M | +29.7% | +13.6% | +16.0% | +12.6% |
| YTD | +51.9% | +34.0% | +17.9% | +15.0% |
| 1Y | +66.0% | +39.2% | +26.8% | +20.6% |
| 3Y | +102.7% | +36.4% | +66.3% | +47.1% |
| 5Y | +138.9% | +135.8% | +3.1% | +6.9% |
| All | +728.4% | +128.0% | +600.4% | +238.1% |
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