+1,069.2%
FCX vs BRO
+9,495.7%
-8,426.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | +3.1% | -7.6% | +10.8% | +6.4% |
| 30D | +8.1% | -6.9% | +15.0% | +11.1% |
| 3M | +18.9% | +12.8% | +6.1% | +10.8% |
| 6M | +26.6% | -5.9% | +32.5% | +26.4% |
| YTD | +51.2% | -15.9% | +67.1% | +57.2% |
| 1Y | +75.6% | -28.1% | +103.7% | +94.6% |
| 3Y | +101.7% | -7.0% | +108.7% | +93.8% |
| 5Y | +134.6% | +18.0% | +116.6% | +99.6% |
| 10Y | +724.2% | +293.9% | +430.2% | +333.6% |
| All | +1,069.2% | +9,495.7% | -8,426.5% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling