+107.4%
FCX vs BURL
+987.9%
-880.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.6% | -6.5% |
| 7D | -12.5% | +3.5% | -15.9% | -13.5% |
| 30D | -20.0% | -9.3% | -10.7% | -17.5% |
| 3M | -16.4% | -32.1% | +15.7% | -5.3% |
| 6M | +0.8% | -19.8% | +20.6% | +6.8% |
| YTD | +15.1% | -13.2% | +28.2% | +18.3% |
| 1Y | +45.3% | -7.8% | +53.2% | +45.3% |
| 3Y | +70.9% | +89.3% | -18.4% | +26.5% |
| 5Y | +67.5% | -15.8% | +83.3% | +56.6% |
| 10Y | +483.0% | +262.2% | +220.9% | +222.4% |
| All | +107.4% | +987.9% | -880.5% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling