+67.5%
FCX vs BURL
-15.9%
+83.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.6% | -6.7% |
| 7D | -12.5% | +3.5% | -15.9% | -13.2% |
| 30D | -20.0% | -9.3% | -10.7% | -18.1% |
| 3M | -16.4% | -32.1% | +15.7% | -7.9% |
| 6M | +0.8% | -19.8% | +20.6% | +5.4% |
| YTD | +15.1% | -13.2% | +28.2% | +17.7% |
| 1Y | +45.3% | -7.8% | +53.2% | +45.6% |
| 3Y | +70.9% | +89.3% | -18.4% | +39.5% |
| 5Y | +67.5% | -15.8% | +83.3% | +48.1% |
| All | +67.5% | -15.9% | +83.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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