+613.6%
FCX vs BTI
+72.6%
+541.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.6% | -7.1% |
| 7D | -1.9% | -2.0% | +0.1% | -1.0% |
| 30D | +3.4% | -3.4% | +6.8% | +4.9% |
| 3M | +15.0% | -9.0% | +24.0% | +18.9% |
| 6M | +14.6% | -5.0% | +19.7% | +15.2% |
| YTD | +41.2% | -0.3% | +41.5% | +37.9% |
| 1Y | +60.4% | +3.1% | +57.3% | +53.5% |
| 3Y | +88.4% | +111.0% | -22.5% | +15.8% |
| 5Y | +115.0% | +117.0% | -2.0% | +29.8% |
| All | +613.6% | +72.6% | +541.0% | +360.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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