+114.3%
FCX vs BURL
-11.0%
+125.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | -4.9% | -2.8% | -2.1% | -4.2% |
| 30D | +4.8% | -28.2% | +33.0% | +14.2% |
| 3M | +4.6% | -17.6% | +22.2% | +9.6% |
| 6M | +10.8% | -11.8% | +22.6% | +13.5% |
| YTD | +44.2% | -8.1% | +52.4% | +46.0% |
| 1Y | +59.6% | -12.0% | +71.5% | +62.3% |
| 3Y | +82.2% | +63.3% | +18.9% | +54.4% |
| All | +114.3% | -11.0% | +125.3% | +86.9% |
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