+112.1%
FCX vs BROS
+43.3%
+68.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.9% | -6.7% | +1.8% | -3.7% |
| 30D | +4.8% | -29.1% | +33.9% | +10.9% |
| 3M | +4.6% | -16.7% | +21.3% | +7.2% |
| 6M | +10.8% | -11.6% | +22.4% | +12.0% |
| YTD | +44.2% | -23.9% | +68.1% | +49.1% |
| 1Y | +59.6% | -34.8% | +94.4% | +68.6% |
| 3Y | +82.2% | +62.1% | +20.2% | +61.5% |
| All | +112.1% | +43.3% | +68.8% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling