+373.5%
FCX vs BTI
+131.8%
+241.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.7% |
| 7D | -0.3% | +1.6% | -1.9% | -1.1% |
| 30D | -14.7% | +9.2% | -24.0% | -18.7% |
| 3M | -11.2% | +9.6% | -20.8% | -15.8% |
| 6M | -11.4% | -2.4% | -8.9% | -12.0% |
| YTD | +17.7% | +14.2% | +3.5% | +6.8% |
| 1Y | +47.5% | +20.3% | +27.2% | +29.9% |
| 3Y | +83.9% | +147.4% | -63.5% | +2.7% |
| 5Y | +54.0% | +155.4% | -101.5% | -15.9% |
| All | +373.5% | +131.8% | +241.7% | +170.4% |
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