+107.7%
FCX vs BROS
+33.7%
+74.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.4% | -3.2% | -6.0% |
| 7D | -1.9% | -6.1% | +4.2% | -0.7% |
| 30D | +3.4% | -12.4% | +15.8% | +5.8% |
| 3M | +15.0% | -27.9% | +42.9% | +21.0% |
| 6M | +14.6% | -16.8% | +31.4% | +17.2% |
| YTD | +41.2% | -29.0% | +70.2% | +47.9% |
| 1Y | +60.4% | -33.2% | +93.6% | +69.1% |
| 3Y | +88.4% | +56.8% | +31.7% | +68.2% |
| All | +107.7% | +33.7% | +74.0% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling