+83.9%
FCX vs BTI
+149.4%
-65.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.0% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | -14.7% | +9.2% | -24.0% | -15.0% |
| 3M | -11.2% | +9.6% | -20.8% | -11.5% |
| 6M | -11.4% | -2.4% | -8.9% | -10.2% |
| YTD | +17.7% | +14.2% | +3.5% | +16.1% |
| 1Y | +47.5% | +20.3% | +27.2% | +44.5% |
| 3Y | +83.9% | +147.4% | -63.5% | +51.6% |
| All | +83.9% | +149.4% | -65.5% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling