+84.6%
FCX vs BR
-5.0%
+89.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -1.9% | -6.0% | +4.1% | -0.8% |
| 30D | +3.4% | -0.9% | +4.2% | +3.5% |
| 3M | +15.0% | +16.4% | -1.4% | +11.5% |
| 6M | +14.6% | -8.2% | +22.8% | +19.4% |
| YTD | +41.2% | -23.2% | +64.4% | +59.3% |
| 1Y | +60.4% | -30.9% | +91.3% | +92.9% |
| All | +84.6% | -5.0% | +89.6% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling