+61.5%
FCX vs BURL
-17.2%
+78.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | -4.9% | +4.1% | -9.0% | -5.9% |
| 30D | -17.1% | -9.5% | -7.7% | -15.1% |
| 3M | -12.7% | -33.5% | +20.9% | -3.3% |
| 6M | -2.0% | -22.1% | +20.1% | +3.3% |
| YTD | +18.1% | -14.6% | +32.7% | +21.3% |
| 1Y | +55.2% | -8.4% | +63.5% | +55.6% |
| 3Y | +74.3% | +86.6% | -12.2% | +42.6% |
| All | +61.5% | -17.2% | +78.6% | +44.3% |
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