+60.3%
FCX vs BRO
-3.6%
+63.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.1% | +3.3% |
| 7D | -6.0% | +12.4% | -18.4% | -0.9% |
| 30D | -13.6% | +21.6% | -35.2% | -5.4% |
| 3M | -6.8% | +4.3% | -11.1% | -4.2% |
| 6M | +13.2% | +29.2% | -16.0% | +28.3% |
| YTD | +24.4% | -6.4% | +30.8% | +31.6% |
| 1Y | +60.3% | -5.3% | +65.6% | +69.0% |
| All | +60.3% | -3.6% | +63.9% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling