+123.8%
FCX vs BTDR
+26.7%
+97.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +5.1% |
| 7D | +5.7% | +22.4% | -16.7% | +3.8% |
| 30D | +10.1% | +16.5% | -6.4% | +8.2% |
| 3M | +20.2% | -31.5% | +51.7% | +22.6% |
| 6M | +29.7% | +74.0% | -44.4% | +23.2% |
| YTD | +51.9% | +13.0% | +38.9% | +47.9% |
| 1Y | +66.0% | -0.2% | +66.2% | +60.7% |
| 3Y | +102.7% | +9.9% | +92.9% | +82.5% |
| 5Y | +138.9% | +28.1% | +110.7% | +115.4% |
| All | +123.8% | +26.7% | +97.1% | +97.1% |
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