+60.3%
FCX vs BTDR
-69.9%
+130.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +7.0% | +2.5% |
| 7D | -6.0% | -17.6% | +11.5% | -2.4% |
| 30D | -13.6% | -40.3% | +26.7% | -4.3% |
| 3M | -6.8% | -42.6% | +35.8% | +2.6% |
| 6M | +13.2% | -46.3% | +59.5% | +24.2% |
| YTD | +24.4% | -41.7% | +66.1% | +31.6% |
| 1Y | +60.3% | -69.4% | +129.7% | +76.6% |
| All | +60.3% | -69.9% | +130.2% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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