+72.2%
FCX vs BROS
-43.7%
+116.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.8% |
| 7D | -2.4% | -19.0% | +16.7% | +1.9% |
| 30D | -18.0% | -7.3% | -10.7% | -16.9% |
| 3M | -14.3% | -31.2% | +16.9% | -7.5% |
| 6M | -1.7% | -33.0% | +31.3% | +5.2% |
| YTD | +19.8% | -42.4% | +62.2% | +31.9% |
| 1Y | +48.6% | -37.7% | +86.4% | +60.4% |
| 3Y | +85.8% | +28.2% | +57.6% | +63.5% |
| 5Y | +72.2% | -43.4% | +115.6% | +75.0% |
| All | +72.2% | -43.7% | +116.0% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling