+81.6%
FCX vs BROS
+7.7%
+73.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | -0.8% | -20.4% | +19.6% | +3.2% |
| 30D | -15.1% | -6.1% | -9.0% | -14.3% |
| 3M | -9.6% | -29.4% | +19.8% | -4.2% |
| 6M | -3.1% | -31.5% | +28.5% | +2.3% |
| YTD | +23.4% | -42.8% | +66.3% | +33.8% |
| 1Y | +52.7% | -37.5% | +90.2% | +62.6% |
| 3Y | +91.4% | +27.2% | +64.2% | +76.9% |
| 5Y | +62.7% | -47.0% | +109.7% | +52.6% |
| All | +81.6% | +7.7% | +73.8% | +85.4% |
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