+612.2%
FCX vs BR
+189.7%
+422.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.3% | -3.0% | +0.7% | -0.6% |
| 30D | +2.7% | -0.3% | +3.0% | +2.6% |
| 3M | +7.4% | +17.3% | -9.9% | -4.0% |
| 6M | +16.0% | -6.7% | +22.7% | +18.6% |
| YTD | +40.9% | -23.4% | +64.4% | +61.6% |
| 1Y | +56.4% | -32.7% | +89.1% | +96.3% |
| 3Y | +84.2% | -5.9% | +90.1% | +78.5% |
| 5Y | +114.6% | +8.4% | +106.2% | +82.8% |
| All | +612.2% | +189.7% | +422.5% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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