+612.2%
FCX vs BTG
+159.3%
+452.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.3% | -3.8% | +1.5% | -1.1% |
| 30D | +2.7% | +3.6% | -1.0% | +1.4% |
| 3M | +7.4% | +32.0% | -24.6% | -2.8% |
| 6M | +16.0% | +3.4% | +12.7% | +13.2% |
| YTD | +40.9% | +20.8% | +20.1% | +30.3% |
| 1Y | +56.4% | +22.4% | +34.0% | +42.7% |
| 3Y | +84.2% | +91.7% | -7.5% | +41.8% |
| 5Y | +114.6% | +79.0% | +35.6% | +68.1% |
| All | +612.2% | +159.3% | +452.9% | +428.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling