+47.5%
FCX vs BTI
+18.0%
+29.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.9% |
| 7D | -0.3% | +1.6% | -1.9% | -0.1% |
| 30D | -14.7% | +9.2% | -24.0% | -14.2% |
| 3M | -11.2% | +9.6% | -20.8% | -10.4% |
| 6M | -11.4% | -2.4% | -8.9% | -7.7% |
| YTD | +17.7% | +14.2% | +3.5% | +17.1% |
| 1Y | +47.5% | +20.3% | +27.2% | +45.1% |
| All | +47.5% | +18.0% | +29.4% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling