+73.4%
FCX vs BTDR
-44.0%
+117.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.6% | +6.6% | -1.2% |
| 7D | -0.3% | -6.9% | +6.6% | +0.3% |
| 30D | -14.7% | -31.5% | +16.8% | -12.1% |
| 3M | -11.2% | -36.1% | +24.9% | -8.1% |
| 6M | -11.4% | -57.6% | +46.3% | -5.8% |
| YTD | +17.7% | -50.0% | +67.8% | +22.6% |
| 1Y | +47.5% | -49.6% | +97.1% | +53.2% |
| 3Y | +83.9% | +48.5% | +35.3% | +78.1% |
| 5Y | +54.0% | -43.8% | +97.8% | +46.6% |
| All | +73.4% | -44.0% | +117.4% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling