+97.6%
FCX vs BTDR
+7.6%
+90.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | +3.1% | +14.8% | -11.7% | +1.5% |
| 30D | +8.1% | +41.8% | -33.7% | +4.0% |
| 3M | +18.9% | -29.2% | +48.1% | +21.6% |
| 6M | +26.6% | +66.2% | -39.6% | +19.2% |
| YTD | +51.2% | +10.0% | +41.2% | +46.5% |
| 1Y | +75.6% | -11.0% | +86.5% | +70.1% |
| All | +97.6% | +7.6% | +90.0% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling