+134.6%
FCX vs BTI
+113.9%
+20.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +3.1% | -2.4% | +5.5% | +4.0% |
| 30D | +8.1% | -4.8% | +12.9% | +9.7% |
| 3M | +18.9% | -8.1% | +27.0% | +21.3% |
| 6M | +26.6% | -4.2% | +30.8% | +26.2% |
| YTD | +51.2% | -1.3% | +52.5% | +48.5% |
| 1Y | +75.6% | +2.1% | +73.4% | +69.7% |
| 3Y | +101.7% | +108.9% | -7.2% | +27.2% |
| 5Y | +134.6% | +114.5% | +20.2% | +39.8% |
| All | +134.6% | +113.9% | +20.7% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling