+88.7%
FCX vs BTG
+378.0%
-289.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.9% | +8.2% | +6.1% |
| 7D | +5.7% | +4.8% | +0.9% | +4.3% |
| 30D | +10.1% | +8.3% | +1.7% | +7.6% |
| 3M | +20.2% | +32.3% | -12.1% | +10.7% |
| 6M | +29.7% | +3.0% | +26.7% | +27.5% |
| YTD | +51.9% | +21.9% | +30.0% | +42.2% |
| 1Y | +66.0% | +28.2% | +37.8% | +52.4% |
| 3Y | +102.7% | +99.9% | +2.9% | +61.9% |
| 5Y | +138.9% | +73.6% | +65.3% | +96.8% |
| 10Y | +701.1% | +136.5% | +564.5% | +452.8% |
| All | +88.7% | +378.0% | -289.2% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling