+52.7%
FCX vs BROS
-38.0%
+90.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.2% |
| 7D | -0.8% | -20.4% | +19.6% | +4.1% |
| 30D | -15.1% | -6.1% | -9.0% | -13.9% |
| 3M | -9.6% | -29.4% | +19.8% | -2.7% |
| 6M | -3.1% | -31.5% | +28.5% | +2.0% |
| YTD | +23.4% | -42.8% | +66.3% | +32.6% |
| 1Y | +52.7% | -37.5% | +90.2% | +60.7% |
| All | +52.7% | -38.0% | +90.6% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling