+259.6%
FCX vs BR
+1,286.0%
-1,026.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +7.1% |
| 7D | +5.7% | -5.9% | +11.7% | +10.1% |
| 30D | +10.1% | +1.9% | +8.2% | +8.2% |
| 3M | +20.2% | +14.7% | +5.5% | +6.8% |
| 6M | +29.7% | -12.8% | +42.4% | +38.4% |
| YTD | +51.9% | -23.0% | +75.0% | +74.2% |
| 1Y | +66.0% | -31.7% | +97.7% | +108.2% |
| 3Y | +102.7% | -4.8% | +107.5% | +93.3% |
| 5Y | +138.9% | +7.8% | +131.0% | +101.5% |
| 10Y | +701.1% | +184.1% | +517.0% | +203.2% |
| All | +259.6% | +1,286.0% | -1,026.4% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling