+115.0%
FCX vs BR
+7.7%
+107.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -1.9% | -6.0% | +4.1% | +0.5% |
| 30D | +3.4% | -0.9% | +4.2% | +3.6% |
| 3M | +15.0% | +16.4% | -1.4% | +7.0% |
| 6M | +14.6% | -8.2% | +22.8% | +19.0% |
| YTD | +41.2% | -23.2% | +64.4% | +60.2% |
| 1Y | +60.4% | -30.9% | +91.3% | +94.4% |
| 3Y | +88.4% | -5.0% | +93.4% | +83.5% |
| 5Y | +115.0% | +8.8% | +106.3% | +78.8% |
| All | +115.0% | +7.7% | +107.4% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling