+122.3%
FCX vs BROS
+38.3%
+84.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | +3.1% | -6.6% | +9.7% | +4.4% |
| 30D | +8.1% | -12.3% | +20.5% | +10.6% |
| 3M | +18.9% | -22.2% | +41.1% | +23.3% |
| 6M | +26.6% | -14.3% | +40.9% | +28.7% |
| YTD | +51.2% | -26.6% | +77.7% | +57.3% |
| 1Y | +75.6% | -31.5% | +107.1% | +84.2% |
| 3Y | +101.7% | +62.3% | +39.5% | +78.9% |
| All | +122.3% | +38.3% | +84.0% | +118.0% |
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