+1,015.5%
FCX vs BTI
+3,836.1%
-2,820.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -4.9% | -1.4% | -3.5% | -4.4% |
| 30D | +4.8% | -6.6% | +11.4% | +7.3% |
| 3M | +4.6% | -3.0% | +7.6% | +4.7% |
| 6M | +10.8% | -6.7% | +17.5% | +12.3% |
| YTD | +44.2% | +0.6% | +43.7% | +41.7% |
| 1Y | +59.6% | +5.6% | +54.0% | +53.7% |
| 3Y | +82.2% | +110.3% | -28.1% | +31.2% |
| 5Y | +115.6% | +114.3% | +1.4% | +54.5% |
| 10Y | +670.6% | +67.7% | +602.9% | +489.4% |
| All | +1,015.5% | +3,836.1% | -2,820.6% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling