+73.1%
FCX vs BROS
+10.5%
+62.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.5% | -8.5% | -3.2% |
| 7D | -0.3% | +6.3% | -6.6% | -1.4% |
| 30D | -14.7% | -8.3% | -6.4% | -13.6% |
| 3M | -11.2% | -29.8% | +18.6% | -5.8% |
| 6M | -11.4% | -25.8% | +14.4% | -7.9% |
| YTD | +17.7% | -41.4% | +59.1% | +26.9% |
| 1Y | +47.5% | -35.2% | +82.7% | +56.0% |
| 3Y | +83.9% | +32.8% | +51.1% | +68.6% |
| 5Y | +54.0% | -42.2% | +96.1% | +44.2% |
| All | +73.1% | +10.5% | +62.7% | +75.9% |
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