+54.7%
FCX vs BTSG
+493.4%
-438.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.3% | +6.0% | -6.3% | -1.7% |
| 30D | -14.7% | +12.4% | -27.1% | -17.3% |
| 3M | -11.2% | +18.2% | -29.4% | -15.1% |
| 6M | -11.4% | +26.0% | -37.4% | -17.3% |
| YTD | +17.7% | +90.1% | -72.4% | -1.3% |
| 1Y | +47.5% | +124.3% | -76.8% | +18.9% |
| All | +54.7% | +493.4% | -438.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling