+115.0%
FCX vs BTG
+75.0%
+40.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.9% | -3.7% | -5.3% |
| 7D | -1.9% | -5.5% | +3.6% | +0.6% |
| 30D | +3.4% | +6.1% | -2.7% | +0.5% |
| 3M | +15.0% | +38.6% | -23.7% | -2.4% |
| 6M | +14.6% | +0.7% | +14.0% | +11.8% |
| YTD | +41.2% | +20.3% | +20.9% | +25.5% |
| 1Y | +60.4% | +25.0% | +35.3% | +37.6% |
| 3Y | +88.4% | +97.3% | -8.9% | +21.1% |
| 5Y | +115.0% | +78.3% | +36.7% | +46.8% |
| All | +115.0% | +75.0% | +40.1% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling