+55.4%
FCX vs BTI
+153.9%
-98.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | -14.7% | +9.2% | -24.0% | -17.2% |
| 3M | -11.2% | +9.6% | -20.8% | -14.0% |
| 6M | -11.4% | -2.4% | -8.9% | -11.0% |
| YTD | +17.7% | +14.2% | +3.5% | +10.1% |
| 1Y | +47.5% | +20.3% | +27.2% | +34.7% |
| 3Y | +83.9% | +147.4% | -63.5% | +9.7% |
| All | +55.4% | +153.9% | -98.6% | -12.9% |
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